A Sharp Abelian Theorem for the Laplace Transform View Full Text


Ontology type: schema:Chapter      Open Access: True


Chapter Info

DATE

2015

AUTHORS

Maëva Biret , Michel Broniatowski , Zansheng Cao

ABSTRACT

This paper states asymptotic equivalents for the moments of the Esscher transform of a distribution on \(\mathbb {R}\) with smooth density in the upper tail. As a by-product it provides a tail approximation for its moment generating function, and shows that the Esscher transforms have a Gaussian behavior for large values of the parameter. More... »

PAGES

67-92

References to SciGraph publications

  • 1983-11. On a strong Tauberian result in PROBABILITY THEORY AND RELATED FIELDS
  • 1994-07. Extended large deviations in JOURNAL OF THEORETICAL PROBABILITY
  • 2008-09. Tauberian and Abelian theorems for rapidly decaying distributions and their applications to stable laws in SIBERIAN MATHEMATICAL JOURNAL
  • Book

    TITLE

    Mathematical Statistics and Limit Theorems

    ISBN

    978-3-319-12441-4
    978-3-319-12442-1

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-3-319-12442-1_5

    DOI

    http://dx.doi.org/10.1007/978-3-319-12442-1_5

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1040112752


    Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
    Incoming Citations Browse incoming citations for this publication using opencitations.net

    JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "about": [
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/1107", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Immunology", 
            "type": "DefinedTerm"
          }, 
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/11", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Medical and Health Sciences", 
            "type": "DefinedTerm"
          }
        ], 
        "author": [
          {
            "affiliation": {
              "name": [
                "Snecma Villaroche, Rond-Point Ren\u00e9 Ravaud-R\u00e9au, Moissy-cramayel, France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Biret", 
            "givenName": "Ma\u00ebva", 
            "id": "sg:person.07377552146.87", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07377552146.87"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Laboratoire de Statistique Th\u00e9orique et Appliqu\u00e9e", 
              "id": "https://www.grid.ac/institutes/grid.463964.a", 
              "name": [
                "LSTA, Universit\u00e9 Pierre et Marie Curie, 5 Place Jussieu, Paris, France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Broniatowski", 
            "givenName": "Michel", 
            "id": "sg:person.014502762241.99", 
            "sameAs": [
              "https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.014502762241.99"
            ], 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "alternateName": "Institut de Recherche Math\u00e9matique Avanc\u00e9e", 
              "id": "https://www.grid.ac/institutes/grid.469947.1", 
              "name": [
                "IRMA, Universit\u00e9 de Strasbourg, 7 Rue Ren\u00e9 Descartes, Strasbourg, France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Cao", 
            "givenName": "Zansheng", 
            "type": "Person"
          }
        ], 
        "citation": [
          {
            "id": "sg:pub.10.1007/bf00534992", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1016514633", 
              "https://doi.org/10.1007/bf00534992"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf00534992", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1016514633", 
              "https://doi.org/10.1007/bf00534992"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf02213574", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1021120640", 
              "https://doi.org/10.1007/bf02213574"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf02213574", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1021120640", 
              "https://doi.org/10.1007/bf02213574"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/s11202-008-0078-9", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1037881779", 
              "https://doi.org/10.1007/s11202-008-0078-9"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1112/plms/s3-66.3.568", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1043447501"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1006/aima.1995.1062", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1052771803"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1017/cbo9780511721434", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1098702033"
            ], 
            "type": "CreativeWork"
          }
        ], 
        "datePublished": "2015", 
        "datePublishedReg": "2015-01-01", 
        "description": "This paper states asymptotic equivalents for the moments of the Esscher transform of a distribution on \\(\\mathbb {R}\\) with smooth density in the upper tail. As a by-product it provides a tail approximation for its moment generating function, and shows that the Esscher transforms have a Gaussian behavior for large values of the parameter.", 
        "editor": [
          {
            "familyName": "Hallin", 
            "givenName": "Marc", 
            "type": "Person"
          }, 
          {
            "familyName": "Mason", 
            "givenName": "David M.", 
            "type": "Person"
          }, 
          {
            "familyName": "Pfeifer", 
            "givenName": "Dietmar", 
            "type": "Person"
          }, 
          {
            "familyName": "Steinebach", 
            "givenName": "Josef G.", 
            "type": "Person"
          }
        ], 
        "genre": "chapter", 
        "id": "sg:pub.10.1007/978-3-319-12442-1_5", 
        "inLanguage": [
          "en"
        ], 
        "isAccessibleForFree": true, 
        "isPartOf": {
          "isbn": [
            "978-3-319-12441-4", 
            "978-3-319-12442-1"
          ], 
          "name": "Mathematical Statistics and Limit Theorems", 
          "type": "Book"
        }, 
        "name": "A Sharp Abelian Theorem for the Laplace Transform", 
        "pagination": "67-92", 
        "productId": [
          {
            "name": "doi", 
            "type": "PropertyValue", 
            "value": [
              "10.1007/978-3-319-12442-1_5"
            ]
          }, 
          {
            "name": "readcube_id", 
            "type": "PropertyValue", 
            "value": [
              "bf15430931c6a6193e13c08355ea2fc388c7c4478924b3c737ac4d80c4179eb6"
            ]
          }, 
          {
            "name": "dimensions_id", 
            "type": "PropertyValue", 
            "value": [
              "pub.1040112752"
            ]
          }
        ], 
        "publisher": {
          "location": "Cham", 
          "name": "Springer International Publishing", 
          "type": "Organisation"
        }, 
        "sameAs": [
          "https://doi.org/10.1007/978-3-319-12442-1_5", 
          "https://app.dimensions.ai/details/publication/pub.1040112752"
        ], 
        "sdDataset": "chapters", 
        "sdDatePublished": "2019-04-15T11:36", 
        "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
        "sdPublisher": {
          "name": "Springer Nature - SN SciGraph project", 
          "type": "Organization"
        }, 
        "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000001_0000000264/records_8660_00000268.jsonl", 
        "type": "Chapter", 
        "url": "http://link.springer.com/10.1007/978-3-319-12442-1_5"
      }
    ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/978-3-319-12442-1_5'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/978-3-319-12442-1_5'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/978-3-319-12442-1_5'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/978-3-319-12442-1_5'


     

    This table displays all metadata directly associated to this object as RDF triples.

    119 TRIPLES      23 PREDICATES      33 URIs      20 LITERALS      8 BLANK NODES

    Subject Predicate Object
    1 sg:pub.10.1007/978-3-319-12442-1_5 schema:about anzsrc-for:11
    2 anzsrc-for:1107
    3 schema:author N178bfdd9ee4d4027bea9fc5e104d9bff
    4 schema:citation sg:pub.10.1007/bf00534992
    5 sg:pub.10.1007/bf02213574
    6 sg:pub.10.1007/s11202-008-0078-9
    7 https://doi.org/10.1006/aima.1995.1062
    8 https://doi.org/10.1017/cbo9780511721434
    9 https://doi.org/10.1112/plms/s3-66.3.568
    10 schema:datePublished 2015
    11 schema:datePublishedReg 2015-01-01
    12 schema:description This paper states asymptotic equivalents for the moments of the Esscher transform of a distribution on \(\mathbb {R}\) with smooth density in the upper tail. As a by-product it provides a tail approximation for its moment generating function, and shows that the Esscher transforms have a Gaussian behavior for large values of the parameter.
    13 schema:editor N20d877c2a29b4c5fb4e5caee8f98cdac
    14 schema:genre chapter
    15 schema:inLanguage en
    16 schema:isAccessibleForFree true
    17 schema:isPartOf N95361caf6f5843f6a52fa76e55f132df
    18 schema:name A Sharp Abelian Theorem for the Laplace Transform
    19 schema:pagination 67-92
    20 schema:productId N053e273d34064a8398d58f4147220739
    21 N453c9d7eaa924e0288bbc6e5b58d6281
    22 Nd670156efaff4a80b076e083139ed001
    23 schema:publisher N3b2a45b79cf2473aaf0ae1529c429a5e
    24 schema:sameAs https://app.dimensions.ai/details/publication/pub.1040112752
    25 https://doi.org/10.1007/978-3-319-12442-1_5
    26 schema:sdDatePublished 2019-04-15T11:36
    27 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    28 schema:sdPublisher Nfce170947e2b4f7e8404399e1fd3c307
    29 schema:url http://link.springer.com/10.1007/978-3-319-12442-1_5
    30 sgo:license sg:explorer/license/
    31 sgo:sdDataset chapters
    32 rdf:type schema:Chapter
    33 N053e273d34064a8398d58f4147220739 schema:name readcube_id
    34 schema:value bf15430931c6a6193e13c08355ea2fc388c7c4478924b3c737ac4d80c4179eb6
    35 rdf:type schema:PropertyValue
    36 N0bd99f3b4b6f4af1804d3ed3f8ce0079 rdf:first Nda545e97a14e4861b13fa1041d77e054
    37 rdf:rest rdf:nil
    38 N178bfdd9ee4d4027bea9fc5e104d9bff rdf:first sg:person.07377552146.87
    39 rdf:rest N21b50d4264c8491ea553bfc8a7de1e19
    40 N20d877c2a29b4c5fb4e5caee8f98cdac rdf:first N37c5c1c1dcf149f0bcb113fe1bbf1831
    41 rdf:rest N8fdca82f689e49b68151849a5cfb7bbe
    42 N21b50d4264c8491ea553bfc8a7de1e19 rdf:first sg:person.014502762241.99
    43 rdf:rest Nd556f5a05cc745f6bfde01478890f5d9
    44 N235271fb002841b98bd57f3986a16356 rdf:first Nb606d3fcbf764ef8830de1ba2180f765
    45 rdf:rest N0bd99f3b4b6f4af1804d3ed3f8ce0079
    46 N37c5c1c1dcf149f0bcb113fe1bbf1831 schema:familyName Hallin
    47 schema:givenName Marc
    48 rdf:type schema:Person
    49 N3b2a45b79cf2473aaf0ae1529c429a5e schema:location Cham
    50 schema:name Springer International Publishing
    51 rdf:type schema:Organisation
    52 N453c9d7eaa924e0288bbc6e5b58d6281 schema:name dimensions_id
    53 schema:value pub.1040112752
    54 rdf:type schema:PropertyValue
    55 N5e256e5045e8428585d8cebdda80c98c schema:name Snecma Villaroche, Rond-Point René Ravaud-Réau, Moissy-cramayel, France
    56 rdf:type schema:Organization
    57 N8fdca82f689e49b68151849a5cfb7bbe rdf:first Nacb5a782fb594fe9935de2625cb078b7
    58 rdf:rest N235271fb002841b98bd57f3986a16356
    59 N95361caf6f5843f6a52fa76e55f132df schema:isbn 978-3-319-12441-4
    60 978-3-319-12442-1
    61 schema:name Mathematical Statistics and Limit Theorems
    62 rdf:type schema:Book
    63 Nacb5a782fb594fe9935de2625cb078b7 schema:familyName Mason
    64 schema:givenName David M.
    65 rdf:type schema:Person
    66 Nb606d3fcbf764ef8830de1ba2180f765 schema:familyName Pfeifer
    67 schema:givenName Dietmar
    68 rdf:type schema:Person
    69 Nb80b5b146236484e9db2f9c6fb5517e5 schema:affiliation https://www.grid.ac/institutes/grid.469947.1
    70 schema:familyName Cao
    71 schema:givenName Zansheng
    72 rdf:type schema:Person
    73 Nd556f5a05cc745f6bfde01478890f5d9 rdf:first Nb80b5b146236484e9db2f9c6fb5517e5
    74 rdf:rest rdf:nil
    75 Nd670156efaff4a80b076e083139ed001 schema:name doi
    76 schema:value 10.1007/978-3-319-12442-1_5
    77 rdf:type schema:PropertyValue
    78 Nda545e97a14e4861b13fa1041d77e054 schema:familyName Steinebach
    79 schema:givenName Josef G.
    80 rdf:type schema:Person
    81 Nfce170947e2b4f7e8404399e1fd3c307 schema:name Springer Nature - SN SciGraph project
    82 rdf:type schema:Organization
    83 anzsrc-for:11 schema:inDefinedTermSet anzsrc-for:
    84 schema:name Medical and Health Sciences
    85 rdf:type schema:DefinedTerm
    86 anzsrc-for:1107 schema:inDefinedTermSet anzsrc-for:
    87 schema:name Immunology
    88 rdf:type schema:DefinedTerm
    89 sg:person.014502762241.99 schema:affiliation https://www.grid.ac/institutes/grid.463964.a
    90 schema:familyName Broniatowski
    91 schema:givenName Michel
    92 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.014502762241.99
    93 rdf:type schema:Person
    94 sg:person.07377552146.87 schema:affiliation N5e256e5045e8428585d8cebdda80c98c
    95 schema:familyName Biret
    96 schema:givenName Maëva
    97 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_researcher=ur.07377552146.87
    98 rdf:type schema:Person
    99 sg:pub.10.1007/bf00534992 schema:sameAs https://app.dimensions.ai/details/publication/pub.1016514633
    100 https://doi.org/10.1007/bf00534992
    101 rdf:type schema:CreativeWork
    102 sg:pub.10.1007/bf02213574 schema:sameAs https://app.dimensions.ai/details/publication/pub.1021120640
    103 https://doi.org/10.1007/bf02213574
    104 rdf:type schema:CreativeWork
    105 sg:pub.10.1007/s11202-008-0078-9 schema:sameAs https://app.dimensions.ai/details/publication/pub.1037881779
    106 https://doi.org/10.1007/s11202-008-0078-9
    107 rdf:type schema:CreativeWork
    108 https://doi.org/10.1006/aima.1995.1062 schema:sameAs https://app.dimensions.ai/details/publication/pub.1052771803
    109 rdf:type schema:CreativeWork
    110 https://doi.org/10.1017/cbo9780511721434 schema:sameAs https://app.dimensions.ai/details/publication/pub.1098702033
    111 rdf:type schema:CreativeWork
    112 https://doi.org/10.1112/plms/s3-66.3.568 schema:sameAs https://app.dimensions.ai/details/publication/pub.1043447501
    113 rdf:type schema:CreativeWork
    114 https://www.grid.ac/institutes/grid.463964.a schema:alternateName Laboratoire de Statistique Théorique et Appliquée
    115 schema:name LSTA, Université Pierre et Marie Curie, 5 Place Jussieu, Paris, France
    116 rdf:type schema:Organization
    117 https://www.grid.ac/institutes/grid.469947.1 schema:alternateName Institut de Recherche Mathématique Avancée
    118 schema:name IRMA, Université de Strasbourg, 7 Rue René Descartes, Strasbourg, France
    119 rdf:type schema:Organization
     




    Preview window. Press ESC to close (or click here)


    ...