Skip Navigation

Journal of the London Mathematical Society 1995 51(2):383-400; doi:10.1112/jlms/51.2.383
© 1995 by London Mathematical Society
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Balkema, A. A.
Right arrow Articles by Stadtmüller, U.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

© The London Mathematical Society

Tauberian Results for Densities with Gaussian Tails

A. A. Balkema, C. Klüppelberg and U. Stadtmüller

University of Amsterdam FWI, Plantage Muidergracht 24, NL-1018 TV Amsterdam, The Netherlands
ETH-Zürich, Departement Mathematik CH-8092 Zürich, Switzerland
Universität Ulm Abteilung Mathematik III, Helmholtzstrasse 18, 89069 Ulm, Germany

Received 12 March 1993. Revision received 19 August 1993.

We study a class of probability densities with very thin upper tails. These densities generate exponential families which are asymptotically normal. Furthermore the class is closed under convolution. In this paper we shall be concerned with Abelian and strong Tauberian theorems for moment generating functions and Laplace transforms with respect to these densities. We obtain a duality relation between this class of densities and the associated class of moment generating functions which is closely related to the duality relation for convex functions.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.