Density and tails of unimodal convolution semigroups

preprint2014arXivOpen access

Abstract

We give sharp bounds for the isotropic unimodal probability convolution semigroups when their Lévy-Khintchine exponent has Matuszewska indices strictly between 0 and 2.

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Density and tails of unimodal convolution semigroups | BZPEER