Second-Order Behaviour of Distributions Subordinate to a Distribution With Finite Mean

Abstract:

Let F be a probability measure on IR and G = I p F the probability n=0 measure subordinate to F with subordinator '-P^i^- in this paper we discuss the precise asymptotic behaviour of |l-G(x)j ~ 1 nPn)“ben l(l-F(x))dx is finite. Applications to transient renewal theory and infinite divisibility are given. © 1987, Taylor & Francis Group, LLC. All rights reserved.

Año de publicación:

1987

Keywords:

Fuente:

scopus