On a class of limit distributions (Q1124202)
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English | On a class of limit distributions |
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On a class of limit distributions (English)
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1987
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[For the entire collection see Zbl 0626.00025.] Let F be a distribution function with the characteristic function \[ f(t)=\int^{\infty}_{0}\exp (-t^ 2y/2)dG(y) \] where G is a distribution function, \(G(0)=0\). The author establishes some formulas connecting the asymptotic behaviour of F(x) with the asymptotic behaviour of G(x) as \(x\to \infty\).
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regularly varying functions
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variance mixture
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characteristic function
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asymptotic behaviour
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