Title :
On the singularity of Laplace-Stieltjes transform of a heavy tailed random variable
Author_Institution :
Dept. of Electr. Eng., Nagaoka Univ. of Technol., Nagaoka
Abstract :
In this paper, we give a sufficient condition for a non-negative random variable X being heavy tailed. A light tailed case is studied in. The sufficient condition is an analytic property of Laplace-Stieltjes transform of the probability distribution function of X. The proof is based on the complex Tauberian theorem by Graham-Vaaler.
Keywords :
Laplace transforms; random processes; statistical distributions; Laplace-Stieltjes transform; complex Tauberian theorem; heavy tailed nonnegative random variable; probability distribution function; Convergence; Discrete transforms; Information theory; Laplace equations; Probability distribution; Random variables; Sufficient conditions; Tail;
Conference_Titel :
Information Theory and Its Applications, 2008. ISITA 2008. International Symposium on
Conference_Location :
Auckland
Print_ISBN :
978-1-4244-2068-1
Electronic_ISBN :
978-1-4244-2069-8
DOI :
10.1109/ISITA.2008.4895515
