Subexponential Densities of Infinitely Divisible Distributions on the Half-Line
. We show that, under the long-tailedness of the densities of normalized Lévy measures, the densities of infinitely divisible distributions on the half-line are subexponential if and only if the densities of their normalized Lévy measures are subexponential. Moreover, we prove that, under a certain...
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Veröffentlicht in: | Lithuanian mathematical journal 2020-10, Vol.60 (4), p.530-543 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | . We show that, under the long-tailedness of the densities of normalized Lévy measures, the densities of infinitely divisible distributions on the half-line are subexponential if and only if the densities of their normalized Lévy measures are subexponential. Moreover, we prove that, under a certain continuity assumption, the densities of infinitely divisible distributions on the half-line are subexponential if and only if their normalized Lévy measures are locally subexponential. |
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ISSN: | 0363-1672 1573-8825 |
DOI: | 10.1007/s10986-020-09495-5 |