Decomposition of non-decreasing slowly varying functions and the domain of attraction of Gaussian distributions (Q1184413)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Decomposition of non-decreasing slowly varying functions and the domain of attraction of Gaussian distributions |
scientific article |
Statements
Decomposition of non-decreasing slowly varying functions and the domain of attraction of Gaussian distributions (English)
0 references
28 June 1992
0 references
In decomposition of a non-decreasing slowly varying function into the sum of non-decreasing components, a condition for all components of the decomposition to be slowly varying is given. Some properties of the components are shown. As an application, the property of the factor of distributions in the domain of attraction of Gaussian distribution is investigated. Precisely, a sufficient condition is given in order that every non-trivial factor of a distribution in the domain of attraction of Gaussian distribution belongs to the domain of attraction of Gaussian distribution. It is shown that there exist distributions such that none of the factors belongs to the domain of attraction of Gaussian distribution, but the convolution belongs to it. Such an example is constructed easily and generally by the results on the decomposition of a non-decreasing slowly varying function.
0 references
slowly varying function
0 references
Gaussian distribution
0 references
domain of attraction of Gaussian distribution
0 references