scholarly journals Kesten's bound for subexponential densities on the real line and its multi-dimensional analogues

2018 ◽  
Vol 50 (2) ◽  
pp. 373-395 ◽  
Author(s):  
Dmitri Finkelshtein ◽  
Pasha Tkachov

Abstract We study the tail asymptotic of subexponential probability densities on the real line. Namely, we show that the n-fold convolution of a subexponential probability density on the real line is asymptotically equivalent to this density multiplied by n. We prove Kesten's bound, which gives a uniform in n estimate of the n-fold convolution by the tail of the density. We also introduce a class of regular subexponential functions and use it to find an analogue of Kesten's bound for functions on ℝd. The results are applied to the study of the fundamental solution to a nonlocal heat equation.

Author(s):  
Boris Guljaš ◽  
C. E. M. Pearce ◽  
Josip Pečarić

AbstractAn integral inequality is established involving a probability density function on the real line and its first two derivatives. This generalizes an earlier result of Sato and Watari. If f denotes the probability density function concerned, the inequality we prove is thatunder the conditions β > α 1 and 1/(β+1) < γ ≤ 1.


2015 ◽  
Vol 0 (0) ◽  
Author(s):  
Erik Talvila

AbstractA distribution on the real line has a continuous primitive integral if it is the distributional derivative of a function that is continuous on the extended real line. The space of distributions integrable in this sense is a Banach space that includes all functions integrable in the Lebesgue and Henstock–Kurzweil senses. The one-dimensional heat equation is considered with initial data that is integrable in the sense of the continuous primitive integral. Let Θ


2016 ◽  
pp. 3973-3982
Author(s):  
V. R. Lakshmi Gorty

The fractional integrals of Bessel-type Fractional Integrals from left-sided and right-sided integrals of fractional order is established on finite and infinite interval of the real-line, half axis and real axis. The Bessel-type fractional derivatives are also established. The properties of Fractional derivatives and integrals are studied. The fractional derivatives of Bessel-type of fractional order on finite of the real-line are studied by graphical representation. Results are direct output of the computer algebra system coded from MATLAB R2011b.


2000 ◽  
Vol 26 (1) ◽  
pp. 237
Author(s):  
Duszyński
Keyword(s):  

1982 ◽  
Vol 8 (1) ◽  
pp. 67 ◽  
Author(s):  
Thomson
Keyword(s):  

2020 ◽  
Vol 27 (2) ◽  
pp. 265-269
Author(s):  
Alexander Kharazishvili

AbstractIt is shown that any function acting from the real line {\mathbb{R}} into itself can be expressed as a pointwise limit of finite sums of periodic functions. At the same time, the real analytic function {x\rightarrow\exp(x^{2})} cannot be represented as a uniform limit of finite sums of periodic functions and, simultaneously, this function is a locally uniform limit of finite sums of periodic functions. The latter fact needs the techniques of Hamel bases.


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