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

DOI10.1016/0304-4149(89)90038-0MaRDI QIDQ1825504zbMATHOpenAlexFDO

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

zbMATH Keywords

rate of convergencemaximumslowly varying functionsslowly varying tails

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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• scientific article; zbMATH DE number 43570 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• AN EXTENSION OF KARAMATA'S TAUBERIAN THEOREM AND ITS CONNECTION WITH COMPLEMENTARY CONVEX FUNCTIONS
• Equivalence classes of regularly varying functions
• Limiting Behaviour of Sums and the Term of Maximum Modulus
• 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

Cited in

(3)

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• On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications

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