SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY
SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY
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Publisher
Cambridge, UK: Cambridge University Press
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Language
English
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Publisher
Cambridge, UK: Cambridge University Press
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Contents
We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the difference between the tails of an infinitely divisible distribution and its Lévy measure. Moreover, we study the second order asymptotic behaviour of the...
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Full title
SECOND ORDER SUBEXPONENTIALITY AND INFINITE DIVISIBILITY
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TN_cdi_proquest_journals_2779224100
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2779224100
Other Identifiers
ISSN
1446-7887
E-ISSN
1446-8107
DOI
10.1017/S1446788720000208
