On infinitely divisible distributions with light tails of Lévy measures

Michael Braverman

Statistics & Probability Letters, 2011, vol. 81, issue 11, 1648-1653

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.

Keywords: Infinitely; divisible; distribution; Light; tail (search for similar items in EconPapers)
Date: 2011
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