Tail behaviors of semi-stable distributions
Tài liệu tham khảo
Lévy, 1954, 10.1017/CBO9780511721434
Kagan, 1973
Ramachandran, 1991, 10.1017/S0027763000004876
Sato, 1999
Yamazato, 1978, Unimodality of infinitely divisible distribution functions of class L, Ann. Probab., 6, 523, 10.1214/aop/1176995474
Choi, 1994, Criteria for recurrence and transience for semistable processes, Nagoya Math. J., 134, 91, 10.1017/S0027763000004876
Sato, 1995, Time evolution in distributions of Lévy processes, Southeast Asian Bull. Math., 19, 17
Sato, 1999, Semi-stable processes and their extensions, 129
Sato, 2005, Last exit times for transient semistable processes, Ann. I. H. Poincaré, 41, 929, 10.1016/j.anihpb.2004.09.003
Watanabe, 1993, Oscillation of modes of some semi-stable Lévy processes, Nagoya Math. J., 132, 141, 10.1017/S0027763000004682
Watanabe, 1994, Some examples on unimodality of non-symmetric Lévy processes, Kodai Math. J., 17, 38, 10.2996/kmj/1138039897
Watanabe, 2010, Ratio of the tail of an infinitely divisible distribution on the line to that of its Lévy measure, Electronic J. Probab., 15, 44, 10.1214/EJP.v15-732
Shimura, 2005, Infinite divisibility and generalized subexponentiality, Bernoulli, 11, 445, 10.3150/bj/1120591184
Watanabe, 1996, Sample function behavior of increasing processes of class L, Probab. Theory Related Fields, 104, 349, 10.1017/S0027763000004682
Yakymiv, 1987, Asymptotic behavior of a class of infinitely divisible distributions, Theory Probab. Appl., 32, 628, 10.1137/1132095
Bingham, 1987
Pakes, 2004, Convolution equivalence and infinite divisibility, J. Appl. Probab., 41, 407, 10.1017/S002190020001439X
Kasahara, 1978, Tauberian theorems of exponential type, J. Math. Kyoto Univ., 18, 209, 10.1215/kjm/1250522571
Chow, 2003