Title of article :
Tail behaviors of semi-stable distributions
Author/Authors :
Watanabe، نويسنده , , Toshiro and Yamamuro، نويسنده , , Kouji، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2012
Pages :
14
From page :
108
To page :
121
Abstract :
Asymptotic behaviors of tails of semi-stable distributions on the line are analyzed. Two sharp upper and lower estimates of their tails are given by using the tails of their Lévy measures and the power functions with the proper exponents. In the case where their Lévy measures vanish on the half line, the exact decay orders of the logarithms of their tails are discussed.
Keywords :
Semi-stable process , Dominated variation , Subexponentiality , Semi-stable distribution
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2012
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1562839
Link To Document :
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