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Regularly varying probability densities

Published:2006 Issue:94 Volume:80 Page:47-57
ISSN:0350-1302
Container-title:Publications de l'Institut Math?matique (Belgrade)
language:en
Short-container-title:Publ Inst Math (Belgr)

Author:

Bingham N.H.¹,Goldie Charles²,Omey Edward³

Affiliation:

1. Department of Probability and Statistics, Sheffield, United Kingdom

2. Department of Mathematics, Mantell Building, University of Sussex, Brighton, United Kingdom

3. Department of Mathematics and Statistics, Economische Hogeschool Sint-Aloysius, Brussels, Belgium

Abstract

The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Extensions to rapid variation, O-regular variation, and other types of asymptotic decay are also given.

Publisher

National Library of Serbia

Subject

General Mathematics

Reference1 articles.

1. Point processes, regular variation and weak convergence

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