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ON TAILS OF SYMMETRIC AND TOTALLY ASYMMETRIC α-STABLE DISTRIBUTIONS ∗

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dc.abstract.enWe estimate up to universal constants tails of symmetric and totally asymmetric 1-dimensional α-stable distributions in terms of functions of the parameters of these distributions. In particular, for values of α close to 2 we specify where exactly the tail changes from being Gaussian and starts to behave like in the Pareto distribution.
dc.affiliationUniwersytet Warszawski
dc.contributor.authorBednorz, Witold
dc.contributor.authorŁochowski, Rafał
dc.date.accessioned2024-01-25T15:45:49Z
dc.date.available2024-01-25T15:45:49Z
dc.date.issued2021
dc.description.financePublikacja bezkosztowa
dc.identifier.issn0208-4147
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/114763
dc.identifier.weblinkhttps://www.math.uni.wroc.pl/~pms/forthcoming_list/f.1772.pdf
dc.languageeng
dc.pbn.affiliationmathemathics
dc.relation.ispartofProbability and Mathematical Statistics
dc.rightsClosedAccess
dc.sciencecloudnosend
dc.titleON TAILS OF SYMMETRIC AND TOTALLY ASYMMETRIC α-STABLE DISTRIBUTIONS ∗
dc.typeJournalArticle
dspace.entity.typePublication