Tauber theory for infinitely divisible variance functions (Q1363402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tauber theory for infinitely divisible variance functions |
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Tauber theory for infinitely divisible variance functions (English)
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19 March 1998
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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.
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natural exponential family
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regular variation
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Lévy-Khinchin representation
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