Rapid variation with remainder and rates of convergence

DOI10.2307/1427562zbMATH Open0715.60019OpenAlexW2028613987MaRDI QIDQ3201154FDOQ3201154

Authors:

Publication date: 1990

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/253d32d788325409951bd74716a27f9466bd14cb

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zbMATH Keywords

weak convergencerates of convergence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99) Distribution theory (60E99)

Cited In (3)

• The mean residual life function at great age: Applications to tail estimation
• Rate of convergence for the generalized Pareto approximation of the excesses
• Rapid variability and Karamata’s integral theorem

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