Second-Order Asymptotic Behavior of Subexponential Infinitely Divisible Distributions

Second-Order Asymptotic Behavior of Subexponential Infinitely Divisible Distributions

In this paper, a new way to obtain the rate of convergence for subexponential infinitely divisible distributions is proposed. Namely, for the subexponential infinitely divisible distributionfunction $H(x)$ with the Levy measure $\mu,$ the estimate of difference $$ 1-H(x)-\mu((x,\infty)) $$ as $x\to\...

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Veröffentlicht in:Theory of probability and its applications 2004-12, Vol.48 (4), p.703-710
Hauptverfasser: Baltrunas, A., Yakymiv, A. L.
Format: Artikel
Sprache:eng
Schlagworte:
Mathematical functions
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Beschreibung
Zusammenfassung:In this paper, a new way to obtain the rate of convergence for subexponential infinitely divisible distributions is proposed. Namely, for the subexponential infinitely divisible distributionfunction $H(x)$ with the Levy measure $\mu,$ the estimate of difference $$ 1-H(x)-\mu((x,\infty)) $$ as $x\to\infty$ has been obtained.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97980762