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Teor. Veroyatnost. i Primenen., 2003, Volume 48, Issue 4, Pages 793–800 (Mi tvp257)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Second-order asymptotic behavior of subexponential infinitely divisible distributions

A. Baltrūnasa, A. L. Yakymivb

a Institute of Mathematics and Informatics
b Steklov Mathematical Institute, Russian Academy of Sciences

Abstract: In this paper, a new way to obtain the rate of convergence for subexponential infinitely divisible distributions is proposed. Namely, for the subexponential infinitely divisible distribution function $H(x)$ with the Lévy measure $\mu ,$ the estimate of difference
$$ 1-H(x)-\mu((x,\infty)) $$
as $x\to\infty $ has been obtained.

Keywords: infinitely divisible distributions, Lévy measure, subexponential distributions, dominated variation, $RO$-varying functions.

DOI: https://doi.org/10.4213/tvp257

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English version:
Theory of Probability and its Applications, 2004, 48:4, 703–710

Bibliographic databases:

Received: 30.01.2002

Citation: A. Baltrūnas, A. L. Yakymiv, “Second-order asymptotic behavior of subexponential infinitely divisible distributions”, Teor. Veroyatnost. i Primenen., 48:4 (2003), 793–800; Theory Probab. Appl., 48:4 (2004), 703–710

Citation in format AMSBIB
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\by A.~Baltr{\=u}nas, A.~L.~Yakymiv
\paper Second-order asymptotic behavior of subexponential
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\jour Teor. Veroyatnost. i Primenen.
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\issue 4
\pages 793--800
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\zmath{https://zbmath.org/?q=an:1058.60011}
\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 4
\pages 703--710
\crossref{https://doi.org/10.1137/S0040585X97980762}
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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. Leipus R., Siaulys J., “Closure of Some Heavy-Tailed Distribution Classes Under Random Convolution”, Lith. Math. J., 52:3 (2012), 249–258  crossref  mathscinet  zmath  isi  elib  scopus
  • Теория вероятностей и ее применения Theory of Probability and its Applications
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