On the convolution equivalence of tempered stable distributions on the real line

Lorenzo Torricelli

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arXiv · 2309.14038

On the convolution equivalence of tempered stable distributions on the real line

Lorenzo Torricelli

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Abstract

We show the convolution equivalence property of univariate tempered stable distributions in the sense of Rosińsky (2007). This makes rigorous various classic heuristic arguments on the asymptotic similarity between the probability and Lévy densities of such distributions. Some specific examples from the literature are discussed.

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Lorenzo Torricelli. 2024-01-15. On the convolution equivalence of tempered stable distributions on the real line. https://arxiv.org/abs/2309.14038

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