Multivariable Regular Variation of Functions and Measures

DOI10.1515/JAA.1999.125MaRDI QIDQ4254579zbMATH OpenFDO

Authors Mark M. Meerschaert, Hans-Peter Scheffler

Publication date 9 February 2001

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

zbMATH Keywords

weak convergenceregular variationLie groupsmultivariate stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Recommendations

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Cites work

• Convergence of types in k-space
• Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
• Norming operators for generalized domains of attraction
• Operator-stable laws: Multiple exponents and elliptical symmetry
• Spectral decomposition for generalized domains of attraction
• Spectral decomposition for generalized domains of semistable attraction
• The symmetry group and exponents of operator stable probability measures

Cited in

(11)

• scientific article; zbMATH DE number 3931328 (Why is no real title available?)
• Multivariate R-O varying measures. II: Individual bounds
• scientific article; zbMATH DE number 487646 (Why is no real title available?)
• The moduli of continuity for operator fractional Brownian motion
• On the points of regularity of multivariate functions of bounded variation
• Invariance principles for generalized domains of semistable attraction
• Some properties of regularly varying functions and series in the orthant
• Regular variation on measure chains
• Lamperti-type theorems for random fields
• scientific article; zbMATH DE number 1180703 (Why is no real title available?)
• Limit laws for symmetric \(k\)-tensors of regularly varying measures

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