Tail probability of random variable and Laplace transform

We investigate the exponential decay of the tail probability P(X?>?x) of a continuous type random variable X. Let ?(s) be the Laplace–Stieltjes transform of the probability distribution function F(x)?=?P(X?≤?x) of X, and σ₀ be the abscissa of convergence of ?(s). We will prove that if ?∞?0?s) on the axis of convergence are only a finite number of poles, then the tail probability decays exponentially. For the proof of our theorem, Ikehara's Tauberian theorem will be extended and applied.