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arXiv · 1504.08358

Asymptotic behavior of densities of unimodal convolution semigroups

Wojciech Cygan·Tomasz Grzywny·Bartosz Trojan
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Abstract

We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb{R}^d$ under the assumption that its L\'{e}vy--Khintchine exponent is regularly varying of index between $0$ and $2$.

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Wojciech Cygan, Tomasz Grzywny, Bartosz Trojan. 2015-04-30. Asymptotic behavior of densities of unimodal convolution semigroups. https://doi.org/10.1090/tran/6830

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