Sharp estimates on the tail behavior of a multistable distribution
Probability
2012-08-07 v1
Abstract
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the constant parameter "alpha" by a (Lebesgue) mesurable function. It is known that the tail of a symmetric "alpha" stable distribution asymptotically behaves as a power function with exponent "-alpha"; in this article we extend the latter result to the setting of multistable distributions.
Cite
@article{arxiv.1208.0911,
title = {Sharp estimates on the tail behavior of a multistable distribution},
author = {Antoine Ayache},
journal= {arXiv preprint arXiv:1208.0911},
year = {2012}
}