Tails of L Evy Measure of Geometric Stable Random Variables
نویسنده
چکیده
The explicit form of L evy measure for geometric stable (GS) random variables follows from the general L evy{Kchintchine representation of a subordinated innnitely di-visible process. Through this form, asymptotic properties of L evy measure are studied. In particular, logarithmic asymptotics around the origin imply exponential rate of convergence in series representation of GS random variables which stands in sharp contrast with much slower power rate for stable variables.
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