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arXiv · 1606.04178

Asymptotic behaviour and estimates of slowly varying convolution semigroups

Tomasz Grzywny·Michał Ryznar·Bartosz Trojan
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Abstract

We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb{R} ^d$ under the assumption that its Lévy--Khintchine exponent varies slowly. We also derive some new estimates of the transition densities and Green functions.

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Tomasz Grzywny, Michał Ryznar, Bartosz Trojan. 2016-06-13. Asymptotic behaviour and estimates of slowly varying convolution semigroups. https://doi.org/10.1093/imrn%2Frnx324

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