Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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Publication:3616023
DOI10.1090/memo/0922zbMath1172.62005arXivmath/0412537MaRDI QIDQ3616023
Philippe Barbe, William P. McCormick
Publication date: 24 March 2009
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0412537
62-04: Software, source code, etc. for problems pertaining to statistics
62E20: Asymptotic distribution theory in statistics
44A35: Convolution as an integral transform
41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
60F99: Limit theorems in probability theory
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