From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable (Q5369323)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6791708
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable |
scientific article; zbMATH DE number 6791708 |
Statements
From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable (English)
0 references
16 October 2017
0 references
regular variation
0 references
Tauberian theorems
0 references
moment generating function
0 references
tail asymptotic
0 references
CIR process
0 references
0 references
0 references
0 references
0.7375780940055847
0 references
0.7350708246231079
0 references
0.7266531586647034
0 references
0.7172625064849854
0 references