Tauberian Theorems and Asymptotics of Infinitely Divisible Distributions in a Cone

Tauberian Theorems and Asymptotics of Infinitely Divisible Distributions in a Cone

This paper proves three multidimensional Tauberian theorems, which we use to prove the asymptotics at infinity of infinitely divisible distributions with support in a closed convex acute solid and homogeneous cone in ${\bf R}^n$.

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Veröffentlicht in:Theory of probability and its applications 2004, Vol.48 (3), p.493-505
1. Verfasser: Yakymiv, A. L.
Format: Artikel
Sprache:eng
Schlagworte:
Theorems
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Zusammenfassung:This paper proves three multidimensional Tauberian theorems, which we use to prove the asymptotics at infinity of infinitely divisible distributions with support in a closed convex acute solid and homogeneous cone in ${\bf R}^n$.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97980531