Asymptotical properties of distributions of isotropic L\' evy processes
Probability
2017-08-30 v2
Abstract
In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise asymptotic behaviors of the tail probability of subordinators when the scaling order is between 0 and 1 including 1. The asymptotic expressions are given in terms of the radial part of characteristic exponent and its derivative. In particular, when varies regularly, as the tail probability is asymptotically equal to a constant times
Keywords
Cite
@article{arxiv.1605.03737,
title = {Asymptotical properties of distributions of isotropic L\' evy processes},
author = {Panki Kim and Ante Mimica},
journal= {arXiv preprint arXiv:1605.03737},
year = {2017}
}
Comments
27 pages