scientific article
From MaRDI portal
Publication:3992980
zbMath0667.26003MaRDI QIDQ3992980
Charles M. Goldie, Jozef L. Teugels, Nicholas H. Bingham
Publication date: 17 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monotonic functions, generalizations (26A48) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Research exposition (monographs, survey articles) pertaining to real functions (26-02)
Related Items (only showing first 100 items - show all)
Phase transition in loop percolation ⋮ Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes ⋮ Weak convergence of renewal shot noise processes in the case of slowly varying normalization ⋮ A unified approach to self-normalized block sampling ⋮ Asymptotics for duration-driven long range dependent processes ⋮ Diversification limit of quantiles under dependence uncertainty ⋮ Extremes of stationary Gaussian storage models ⋮ Beurling moving averages and approximate homomorphisms ⋮ Moderate deviations and Strassen's law for additive processes ⋮ The impact of competition on prices with numerous firms ⋮ Existence and global asymptotic behavior of positive solutions for combined second-order differential equations on the half-line ⋮ Two-dimensional renewal theorems with weak moment conditions and critical Bellman-Harris branching processes ⋮ Density analysis of BSDEs ⋮ The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ Elliptic boundary-value problems in the sense of Lawruk on Sobolev and Hörmander spaces ⋮ Fluctuations of linear statistics of half-heavy-tailed random matrices ⋮ Anisotropic Hörmander spaces on the lateral surface of a cylinder ⋮ Heat content for convolution semigroups ⋮ A CLT for martingale transforms with infinite variance ⋮ Moment convergence of first-passage times in renewal theory ⋮ On a small-time limit behavior of the probability that a Lévy process stays positive ⋮ Asymptotics for recurrent diffusions with application to high frequency regression ⋮ Fractionally integrated inverse stable subordinators ⋮ Preservation of the growth rates of delay differential equations by Euler schemes with non-uniform step sizes ⋮ Douglis-Nirenberg elliptic systems in Hörmander spaces ⋮ Tail homogeneity of invariant measures of multidimensional stochastic recursions in a critical case ⋮ The weak coupling limit of disordered copolymer models ⋮ Beyond Lebesgue and Baire. III: Steinhaus' theorem and its descendants ⋮ The tail empirical process for long memory stochastic volatility sequences ⋮ One-sided Tauberian conditions for a general summability method ⋮ Law of the absorption time of some positive self-similar Markov processes ⋮ Second order properties of distribution tails and estimation of tail exponents in random difference equations ⋮ An explicit representation of Verblunsky coefficients ⋮ Tauberian theorems for the wavelet transform ⋮ Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution ⋮ Group action and shift-compactness ⋮ Singular solutions of perturbed logistic-type equations ⋮ Tauberian conditions with controlled oscillatory behavior ⋮ On the number of empty boxes in the Bernoulli sieve. II. ⋮ Quasi Ornstein-Uhlenbeck processes ⋮ Generalized convexity and the existence of finite time blow-up solutions for an evolutionary problem ⋮ Random pinning model with finite range correlations: disorder relevant regime ⋮ Spectrum of non-Hermitian heavy tailed random matrices ⋮ Nonparametric regression with martingale increment errors ⋮ Spectral distribution and \(L^{2}\)-isoperimetric profile of Laplace operators on groups ⋮ Central and non-central limit theorems in a free probability setting ⋮ Optimal embeddings of spaces of generalized smoothness in the critical case ⋮ Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations ⋮ Petrovskii elliptic systems in the extended Sobolev scale ⋮ Regularly varying measures on metric spaces: hidden regular variation and hidden jumps ⋮ Uniform asymptotics for the tail probability of weighted sums with heavy tails ⋮ Self-similar scaling limits of non-increasing Markov chains ⋮ Asymptotics of trimmed CUSUM statistics ⋮ Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses ⋮ Asymptotics in a time-dependent renewal risk model with stochastic return ⋮ Local extinction in continuous-state branching processes with immigration ⋮ Error bounds for approximations of traces of products of truncated Toeplitz operators ⋮ Assessing relative volatility/ intermittency/energy dissipation ⋮ Empirical estimation of the proportional hazard premium for heavy-tailed claim amounts ⋮ Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence ⋮ Localization and delocalization for heavy tailed band matrices ⋮ Quenched large deviations for multidimensional random walk in random environment with holding times ⋮ The Brownian plane ⋮ The trace problem for Toeplitz matrices and operators and its impact in probability ⋮ Transition kernels and the conditional extreme value model ⋮ Light tails: all summands are large when the empirical mean is large ⋮ How the instability of ranks under long memory affects large-sample inference ⋮ Simple examples of pure-jump strict local martingales ⋮ Martingale limit theorem and its application to an ergodic controlled Markov chain ⋮ Cauchy's functional equation and extensions: Goldie's equation and inequality, the Gołąb-Schinzel equation and Beurling's equation ⋮ On the long-range directed polymer model ⋮ Isomorphism theorems for some parabolic initial-boundary value problems in Hörmander spaces ⋮ A Carleson type inequality for fully nonlinear elliptic equations with non-Lipschitz drift term ⋮ Compact Brownian surfaces. I: Brownian disks ⋮ Hitting times of points and intervals for symmetric Lévy processes ⋮ The functional equation of the smoothing transform ⋮ Continuity properties of solutions to the \(p\)-Laplace system ⋮ Random walks driven by low moment measures ⋮ Scaling limits of Markov branching trees with applications to Galton-Watson and random unordered trees ⋮ Long memory in a linear stochastic Volterra differential equation ⋮ Intermittency and ageing for the symbiotic branching model ⋮ Conditional distribution of heavy tailed random variables on large deviations of their sum ⋮ On the limit law of a random walk conditioned to reach a high level ⋮ The point process approach for fractionally differentiated random walks under heavy traffic ⋮ Quasi-stationary distributions and Yaglom limits of self-similar Markov processes ⋮ Minimal thinness for subordinate Brownian motion in half-space ⋮ Fractional diffusion limit for collisional kinetic equations ⋮ Spectrum of large random reversible Markov chains: heavy-tailed weights on the complete graph ⋮ Robustness regions for measures of risk aggregation ⋮ An isomorphism theorem for parabolic problems in Hörmander spaces and its applications ⋮ Log-convex sequences and nonzero proximate orders ⋮ Extremes of locally stationary chi-square processes with trend ⋮ Time inhomogeneity in longest gap and longest run problems ⋮ A simple proof of heavy tail estimates for affine type Lipschitz recursions ⋮ Invariance principles for random walks conditioned to stay positive ⋮ Splitting trees with neutral mutations at birth ⋮ New extensions of some classical theorems in number theory ⋮ Spaces of generalized smoothness in the critical case: optimal embeddings, continuity envelopes and approximation numbers ⋮ Strongly regular sequences and proximate orders ⋮ On the limit of conditional Spearman's rho under the common factor model
This page was built for publication: