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Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure

   
@article{EJP732,
	author = {Toshiro Watanabe and Kouji Yamamuro},
	title = {Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {15},
	year = {2010},
	keywords = {infinite divisibility, L'evy measure, \$ O\$-subexponentiality, dominated variation, exponential class.},
	abstract = {A necessary and sufficient condition for  the tail of an infinitely divisible distribution on the real line  to be estimated by  the tail of its Lévy measure is found. The lower limit and the upper limit of the ratio of the right tail of an infinitely divisible  distribution to the right tail of its Lévy  measure are estimated from above and below by reviving Teugels's classical method. The exponential class and the dominated varying class are studied in detail.},
	pages = {no. 2, 44-74},
	issn = {1083-6489},
	doi = {10.1214/EJP.v15-732},    
        url = {http://ejp.ejpecp.org/article/view/732}}