On a class of limit distributions

DOI10.1007/BF01093819MaRDI QIDQ1124202zbMATH OpenOpenAlexFDO

Authors Sergei N. Antonov

Publication date 1987

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01093819

zbMATH Keywords

asymptotic behaviourcharacteristic functionregularly varying functionsvariance mixture

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Review text

[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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