On infinitely divisible distributions with light tails of Lévy measures

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.

Year of publication:	2011
Authors:	Braverman, Michael
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 11, p. 1648-1653
Publisher:	Elsevier
Subject:	Infinitely divisible distribution Light tail

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009292584