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


 
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1. Title Title of document Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure
 
2. Creator Author's name, affiliation, country Toshiro Watanabe; University of Aizu; Japan
 
2. Creator Author's name, affiliation, country Kouji Yamamuro; Gifu University; Japan
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) infinite divisibility, L'evy measure, $ O$-subexponentiality, dominated variation, exponential class.
 
3. Subject Subject classification Primary 60E07; Secondary 60F99
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2010-01-12
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/732
 
10. Identifier Digital Object Identifier 10.1214/EJP.v15-732
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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