Pregled bibliografske jedinice broj: 836475
Exponential decay of measures and Tauberian theorems
Exponential decay of measures and Tauberian theorems // Journal of mathematical analysis and applications, 440 (2016), 1; 266-285 doi:10.1016/j.jmaa.2016.03.042 (međunarodna recenzija, članak, znanstveni)
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Naslov
Exponential decay of measures and Tauberian theorems
Autori
Mimica, Ante
Izvornik
Journal of mathematical analysis and applications (0022-247X) 440
(2016), 1;
266-285
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Bernstein function ; completely monotone function ; Laplace transform ; Levy measure ; non-local operator ; Tauberian theorems
Sažetak
We study behavior of a measure on r0, 8q by considering its Laplace trans- form. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the measure occurs and under certain assumptions we show that the rate of the decay is given by the so called abscissa of convergence and extend the result of Nakagawa from [Nak05]. Under stronger assump- tions we give behavior of density of the measure by considering its Laplace transform. In situations when there is no exponential decay we study occurrence of heavy tails and give an application in the theory of non-local equations.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Ante Mimica
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet