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Asymptotic behaviour of densities of multi-dimensional stable distributions. (English) Zbl 0807.60021

Summary: In one dimension, asymptotic behaviour of densities of stable distributions is well-known. However, in multi-dimensional cases it is very difficult to investigate asymptotic behaviour of densities of non- degenerate stable distributions in general. We give the following two results: If the Lévy measure of the stable distribution has mass at a half-line, then the density decreases along the half-line with the same order as in the one-dimensional case. If the Lévy measure is supported only on finitely many halflines, then we can determine asymptotic behaviour along each direction starting at 0.

MSC:

60E07 Infinitely divisible distributions; stable distributions
28A99 Classical measure theory
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