Sharp estimates on the tail behavior of a multistable distribution
Abstract
Multistable distributions, which have been introduced recently by Falconer, Lévy Véhel 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.
- Publication:
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arXiv e-prints
- Pub Date:
- August 2012
- DOI:
- 10.48550/arXiv.1208.0911
- arXiv:
- arXiv:1208.0911
- Bibcode:
- 2012arXiv1208.0911A
- Keywords:
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- Mathematics - Probability