On the Laplace Transforms of Logconcave Densities


A.A. Balkema


This paper describes for any given logconcave density $f$ the set of all finite measures $\mu$ whose Laplace transforms are asymptotic to the Laplace transform of $f$. It is shown that the density of $\mu$ is asymptotic to $f$ if it is logconcave. Thus logconcavity is a Tauberian condition for Laplace transforms of finite measures.