Regularly log-periodic functions and some applications

• Autorzy: Kevei Péter

Identyfikatory

DOI

10.37190/0208-4147.40.1.10

• Języki publikacji: EN

Abstrakty

EN

We prove a Tauberian theorem for the Laplace-Stieltjes transform, a Karamata-type theorem, and a monotone density theorem in the framework of regularly log-periodic functions. We provide several applications of these results: for example, we prove that the tail of a nonnegative random variable is regularly log-periodic if and only if the same holds for its Laplace transform at 0, and we determine the exact tail behavior of fixed points of certain smoothing transforms.

Słowa kluczowe

EN

regularly log-periodic functions; Tauberian theorem; Karamata theorem; monotone density theorem; smoothing transform; semistable laws; supercritical branching processes

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2020
• Tom: Vol. 40, Fasc. 1
• Strony: 159--182
• Opis fizyczny: Bibliogr. 38 poz.

Twórcy

autor

Kevei Péter

• MTA-SZTE Analysis and Stochastics Research Group, Bolyai Institute, Aradi vértanúk tere 1, 6720 Szeged, Hungary

Bibliografia

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Uwagi

Dedicated to the memory of Gyula Pap

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).