most citedTail Probability and Singularity of Laplace-Stieltjes Transform of a Heavy Tailed Random Variable

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math.PR2009★ 1 cited

Tail Probability and Singularity of Laplace-Stieltjes Transform of a Heavy Tailed Random Variable

Kenji Nakagawa

In this paper, we will give a sufficient condition for a non-negative random variable to be heavy tailed by investigating the Laplace-Stieltjes transform of the probability dis…