Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Siberian Mathematica...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Siberian Mathematical Journal
Article . 1990 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1990
Data sources: zbMATH Open
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article
Data sources: zbMATH Open
versions View all 3 versions
addClaim

Asymptotics of infinitely divisible distributions onR

Asymptotics of infinitely divisible distributions in R
Authors: Sgibnev, M. S.;

Asymptotics of infinitely divisible distributions onR

Abstract

Let G be a probability distribution on \([0,\infty)\) with the properties: 1) \(G([x,\infty))>0\) for every \(x>0,\) 2) \(G^{2*}([x,\infty))/G([x,\infty))\to 2\int_{R}e^{\gamma u}dG(u)=\hat G(\gamma)\) as \(x\to \infty\), for some \(\gamma\geq 0,\) where * denotes convolution, 3) for every real number y, \[ G([x+y,\infty))/G([x,\infty))\to e^{- \gamma y}\text{ as } x\to \infty. \] The main result of the paper is the following theorem: Let F be an infinitely divisible distribution on R with Lévy's spectral measure \(\nu\) and let G be a probability distribution with the properties 1)-3).Then the following assertions are equivalent: a) \(F([x,\infty))\sim c_ 1G([x,\infty))\) for some \(c_ 1>0\) as \(x\to \infty,\) b) \(\nu([x,\infty))\sim c_ 2G([x,\infty))\) for some \(c_ 2>0\) as \(x\to \infty,\) c) F satisfies the condition 3), \(\hat F(\gamma)<\infty\) and \(F([x,\infty))\sim \hat F(\gamma)\nu ([x,\infty))\) as \(x\to \infty.\)

Keywords

Lévy's spectral measure, Commutative Banach algebras and commutative topological algebras, Levy measure, Banach algebras of measures, infinitely divisible distribution, Infinitely divisible distributions; stable distributions

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    17
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
17
Top 10%
Top 10%
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!