English

On directional convolution equivalent densities

Probability 2022-05-10 v2 Analysis of PDEs Functional Analysis

Abstract

We propose a definition of directional multivariate subexponential and convolution equivalent densities and find a useful characterization of these notions for a class of integrable and almost radial decreasing functions. We apply this result to show that the density of the absolutely continuous part of the compound Poisson measure built on a given density ff is directionally convolution equivalent and inherits its asymptotic behaviour from ff if and only if f f is directionally convolution equivalent. We also extend this characterization to the densities of more general infinitely divisible distributions on Rd\mathbb{R}^d, d1d \geq 1, which are not pure compound Poisson.

Keywords

Cite

@article{arxiv.2109.06336,
  title  = {On directional convolution equivalent densities},
  author = {Kamil Kaleta and Daniel Ponikowski},
  journal= {arXiv preprint arXiv:2109.06336},
  year   = {2022}
}

Comments

16 pages, revised version, some new references and comments added

R2 v1 2026-06-24T05:56:15.093Z