Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4617378 | Journal of Mathematical Analysis and Applications | 2012 | 14 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Toshiro Watanabe, Kouji Yamamuro,