On subordinated distributions and random record processes

DOI10.1017/S0305004100060643MaRDI QIDQ3658820zbMATH OpenFDO

Authors Paul Embrechts, Edward Omey

Publication date 1983

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

regular variationsubordinationTauberian theoremsrandom record epochs

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Distribution theory (60E99)

Cites work

• scientific article; zbMATH DE number 3824228 (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?)
• scientific article; zbMATH DE number 3061754 (Why is no real title available?)
• An Abel-Tauber Theorem for Laplace Transforms
• Equivalence classes of regularly varying functions
• Harmonic renewal measures
• On the tail behaviour of record-time distributions in a random record process
• On the weak law of large numbers and the generalized elementary renewal theorem
• Random record models
• Regular variation of the tail of a subordinated probability distribution
• Subexponentiality and infinite divisibility

Cited in

(4)

• Modeling teletraffic arrivals by a Poisson cluster process
• A strong renewal theorem for generalized renewal functions in the infinite mean case
• On the number of renewals in random time
• Second order behaviour of the tail of a subordinated probability distribution

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