Multivariate subexponential distributions and random sums of random vectors
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Publication:3417915
DOI10.1239/aap/1165414590zbMath1122.26003OpenAlexW4256047098MaRDI QIDQ3417915
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Publication date: 31 January 2007
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1165414590
Special processes (60K99) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Distribution theory (60E99)
Related Items (11)
Multivariate subexponential distributions and their applications ⋮ Local limit theorems for shock models ⋮ Subexponential potential asymptotics with applications ⋮ On directional convolution equivalent densities ⋮ Multivariate weighted renewal functions ⋮ Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$ ⋮ The tail behaviour of a random sum of subexponential random variables and vectors ⋮ Controlled branching processes with continuous time ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums ⋮ On the number of renewals in random time ⋮ Some Blackwell-Type Renewal Theorems for Weighted Renewal Functions
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