Abstract. We show that, under the long-tailedness of the densities of normalized Lévy measures, the densities of infinitely divisible distributions on the half-line are subexponential if and only if the densities of their normalized Lévy measures are subexponential. Moreover, we prove that, under a certain continuity assumption, the densities of infinitely divisible distributions on the half-line are subexponential if and only if their normalized Lévy measures are locally subexponential.
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Watanabe, T. Subexponential Densities of Infinitely Divisible Distributions on the Half-Line. Lith Math J 60, 530–543 (2020). https://doi.org/10.1007/s10986-020-09495-5
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DOI: https://doi.org/10.1007/s10986-020-09495-5