Application of Tauberian theorem to the exponential decay of the tail probability of a random variable

IEEE Transactions on Information Theory

Volumn 53, Issue 9, 2007, Pages 3239-3249

  Nakagawa, Kenji ^a  

^a NAGAOKA UNIVERSITY OF TECHNOLOGY   (Japan)

Author keywords

Complex Tauberian theorem; Exponential decay; Graham Vaaler's finite form; Laplace transform; Tail probability of random variable

Indexed keywords

COMPLEX TAUBERIAN THEOREM; EXPONENTIAL DECAY; GRAHAM-VAALER'S FINITE FORM; LAPLACE-STIELTJES TRANSFORMS; SUFFICIENT CONDITIONS; TAIL PROBABILITY OF RANDOM VARIABLE;

DECAY (ORGANIC); DISTRIBUTION FUNCTIONS; LAPLACE TRANSFORMS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

RANDOM VARIABLES;

EID: 52349121681     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2007.903114     Document Type: Article

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