Article ID Journal Published Year Pages File Type
4617378 Journal of Mathematical Analysis and Applications 2012 14 Pages PDF
Abstract

Asymptotic behaviors of tails of semi-stable distributions on the line are analyzed. Two sharp upper and lower estimates of their tails are given by using the tails of their Lévy measures and the power functions with the proper exponents. In the case where their Lévy measures vanish on the half line, the exact decay orders of the logarithms of their tails are discussed.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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