Abstract
It is proved that if $\mu$ is a stable measure of index $p$ on a vector space and $q$ is a seminorm, then $\lim_{t\rightarrow\infty} t^p\mu\{x: q(x) > t\}$ exists.
Citation
Alejandro De Acosta. "Asymptotic Behavior of Stable Measures." Ann. Probab. 5 (3) 494 - 499, June, 1977. https://doi.org/10.1214/aop/1176995812
Information
Published: June, 1977
First available in Project Euclid: 19 April 2007
zbMATH: 0387.60004
MathSciNet: MR433531
Digital Object Identifier: 10.1214/aop/1176995812
Subjects:
Primary:
60B05
Secondary:
28A40
Keywords:
seminorm
,
Stable measure
,
tail behavior
Rights: Copyright © 1977 Institute of Mathematical Statistics
