Density and tails of unimodal convolution semigroups
Functional Analysis
2015-01-21 v2 Probability
Abstract
We give sharp bounds for the isotropic unimodal probability convolution semigroups when their L\'evy-Khintchine exponent has Matuszewska indices strictly between 0 and 2.
Cite
@article{arxiv.1305.0976,
title = {Density and tails of unimodal convolution semigroups},
author = {Krzysztof Bogdan and Tomasz Grzywny and Michał Ryznar},
journal= {arXiv preprint arXiv:1305.0976},
year = {2015}
}
Comments
23 pages, editorial changes, connection to Matuszewska indices explained, to appear in Journal of Functional Analysis