论文标题
二阶次指数性和无限划分性
Second order subexponentiality and infinite divisibility
论文作者
论文摘要
我们表征在指数矩假设下，在实线上无限分配分布的二阶次指数性。我们研究了无限分配分布的尾巴与其莱维度量的差异行为。此外，我们研究了无限分配分布的$ t卷卷积能力的二阶渐近行为。还给出了在没有指数力矩假设的情况下，在实际线上进行自分配分布的密度版本。最后，讨论了半线上的自我分配分布的定期变化案例。
We characterize the second order subexponentiality of an infinitely divisible distribution on the real line under an exponential moment assumption. We investigate the asymptotic behaviour of the difference between the tails of an infinitely divisible distribution and its Lévy measure. Moreover, we study the second order asymptotic behaviour of the tail of the $t$-th convolution power of an infinitely divisible distribution. The density version for a self-decomposable distribution on the real line without an exponential moment assumption is also given. Finally, the regularly varying case for a self-decomposable distribution on the half line is discussed.
