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Techniques to Study the Density

  • Arturo Kohatsu-HigaEmail author
  • Atsushi Takeuchi
Chapter
Part of the Universitext book series (UTX)

Abstract

In the previous chapters we started studying the density of some Lévy processes using some ad-hoc techniques (see e.g. Exercises 4.1.23 and 5.1.17). In order to study densities of random variables there are many different techniques. We will briefly describe some of them in this chapter. Most of these techniques are analytic in nature and they give a different range of results. We concentrate here on the multi-dimensional results, while in Chap. 1 some basic results were discussed in the one-dimensional case.

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© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  1. 1.Department of Mathematical SciencesRitsumeikan UniversityKusatsuJapan
  2. 2.Department of MathematicsTokyo Woman’s Christian UniversityTokyoJapan

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