A sharp Abelian theorem for the Laplace transform

Maeva Biret (1) , Michel Broniatowski (1) , Zhansheng Cao (1)

1 LSTA - Laboratoire de Statistique Théorique et Appliquée

This paper states asymptotic equivalents for the three first moments of the Eescher transform of a distribution on R with smooth density in the upper tail.

Mots clés: Abelian theorem; Laplace transform; Eescher transform

Domaines: Statistiques [math.ST]; Théorie [stat.TH]; Analyse classique [math.CA]

Maeva Biret, Michel Broniatowski, Zhansheng Cao. A sharp Abelian theorem for the Laplace transform. 2013. ⟨hal-00865680v1⟩