On infinitely divisible distributions with light tails of Lévy measures

Michael Braverman

doi:10.1016/j.spl.2011.06.012

On infinitely divisible distributions with light tails of Lévy measures

Michael Braverman

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We show that if the tail of a Lévy measure is light, then the same holds for the tail of the corresponding infinitely divisible distribution.

Original language	English
Pages (from-to)	1648-1653
Number of pages	6
Journal	Statistics and Probability Letters
Volume	81
Issue number	11
DOIs	https://doi.org/10.1016/j.spl.2011.06.012
State	Published - 1 Nov 2011

Keywords

Infinitely divisible distribution
Light tail

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2011.06.012

Cite this

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title = "On infinitely divisible distributions with light tails of L{\'e}vy measures",

abstract = "We show that if the tail of a L{\'e}vy measure is light, then the same holds for the tail of the corresponding infinitely divisible distribution.",

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On infinitely divisible distributions with light tails of Lévy measures

Abstract

Keywords

ASJC Scopus subject areas

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