Tauber theory for infinitely divisible variance functions (Q1363402): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q519960 |
||
| Property / reviewed by | |||
| Property / reviewed by: Q587800 / rank | |||
Revision as of 23:11, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tauber theory for infinitely divisible variance functions |
scientific article |
Statements
Tauber theory for infinitely divisible variance functions (English)
0 references
19 March 1998
0 references
The authors present a kind of Tauber theory for infinitely divisible natural exponential families. The main result states that the variance function of a family is regularly varying if and only if the spectral measure in the Lévy-Khinchin representation is regularly varying. A complete proof of this result is given elsewhere.
0 references
natural exponential family
0 references
regular variation
0 references
Lévy-Khinchin representation
0 references
