# Kesten's bound for sub-exponential densities on the real line and its multi-dimensional analogues

## TL;DR

This paper investigates the tail behavior of sub-exponential densities on the real line and their multi-dimensional analogues, establishing bounds for convolutions and applications to nonlocal heat equations.

## Contribution

It proves Kesten's bound for sub-exponential densities and extends it to multi-dimensional functions, providing new tools for analyzing nonlocal PDEs.

## Key findings

- n-fold convolution asymptotically equals the density times n
- Kesten's bound provides uniform estimates for convolutions
- applications to nonlocal heat-equation solutions

## Abstract

We study the tail asymptotic of sub-exponential probability densities on the real line. Namely, we show that the n-fold convolution of a sub-exponential probability density on the real line is asymptotically equivalent to this density times n. We prove Kesten's bound, which gives a uniform in n estimate of the n-fold convolution by the tail of the density. We also introduce a class of regular sub-exponential functions and use it to find an analogue of Kesten's bound for functions on $\mathbb{R}^d$. The results are applied for the study of the fundamental solution to a nonlocal heat-equation.