On the convolution equivalence of tempered stable distributions on the real line
Fuente:
arXiv
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| Auteur principal: | |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866916091002880000 |
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| author | Torricelli, Lorenzo |
| author_facet | Torricelli, Lorenzo |
| contents | We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosińsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and Lévy densities of such distributions. Some specific examples from the literature are discussed. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2309_14038 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | On the convolution equivalence of tempered stable distributions on the real line Torricelli, Lorenzo Probability 60E07 We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosińsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and Lévy densities of such distributions. Some specific examples from the literature are discussed. |
| title | On the convolution equivalence of tempered stable distributions on the real line |
| topic | Probability 60E07 |
| url | https://arxiv.org/abs/2309.14038 |