The abscissa of convergence of the Laplace transform

DOI10.2307/3214572MaRDI QIDQ4018328zbMATH OpenOpenAlexFDO

Authors Ann Vanmarcke, J. L. Teugels, Peter Hall

Publication date 16 January 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214572

zbMATH Keywords

extreme value theorygamma distributionsLaplace transform of a distribution functionmean residual life function

Mathematics Subject Classification ID

Probabilistic methods for one variable harmonic analysis (42A61) Characteristic functions; other transforms (60E10) Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

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