Asymptotic behavior of densities of unimodal convolution semigroups

Cygan, Wojciech; Grzywny, Tomasz; Trojan, Bartosz

doi:10.1090/tran/6830

Asymptotic behavior of densities of unimodal convolution semigroups
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by Wojciech Cygan, Tomasz Grzywny and Bartosz Trojan PDF

Trans. Amer. Math. Soc. 369 (2017), 5623-5644 Request permission

Abstract:

We prove the asymptotic formulas for the densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb {R}^d$ under the assumption that its Lévy–Khintchine exponent is regularly varying of index between $0$ and $2$.

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