Quantifying closeness of distributions of sums and maxima when tails are fat

DOI10.1016/0304-4149(89)90038-0zbMATH Open0684.60009OpenAlexW2167584219MaRDI QIDQ1825504FDOQ1825504

Authors: Eric Willekens, Sidney I. Resnick 

Publication date: 1989

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8670

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zbMATH Keywords

rate of convergencemaximumslowly varying functionsslowly varying tails

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

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• Point processes, regular variation and weak convergence
• SLOW VARIATION WITH REMAINDER: THEORY AND APPLICATIONS
• The Influence of the Maximum Term in the Addition of Independent Random Variables
• Limiting Behaviour of Sums and the Term of Maximum Modulus
• Equivalence classes of regularly varying functions
• AN EXTENSION OF KARAMATA'S TAUBERIAN THEOREM AND ITS CONNECTION WITH COMPLEMENTARY CONVEX FUNCTIONS

Cited In (3)

• Minimum Description Length Principle for Fat-Tailed Distributions
• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
• Title not available (Why is that?)

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