Intermediate Regular and Π Variation
From MaRDI portal
Publication:4295866
DOI10.1112/plms/s3-68.3.594zbMath0793.26004OpenAlexW2064367736MaRDI QIDQ4295866
Publication date: 18 August 1994
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-68.3.594
Central limit and other weak theorems (60F05) Monotonic functions, generalizations (26A48) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Tauberian theorems (40E05)
Related Items (43)
Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation ⋮ Local precise large and moderate deviations for sums of independent random variables ⋮ Precise large deviations for sums of random variables with consistently varying tails ⋮ Asymptotic behavior of tail and local probabilities for sums of subexponential random variables ⋮ On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications ⋮ Tail asymptotics for processor-sharing queues ⋮ Tauberian theorems for power series methods applied to double sequences ⋮ Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes ⋮ Sample function behavior of increasing processes of class \(L\) ⋮ Asymptotic ruin probabilities for a bidimensional risk model with heavy-tailed claims and non-stationary arrivals ⋮ Precise large deviations for compound random sums in the presence of dependence structures ⋮ On the order of functions at infinity ⋮ Karamata theorem for regularly log-periodic functions ⋮ Precise large deviations for negatively associated random variables with consistently varying tails ⋮ Precise large deviations for dependent random variables with applications to the compound renewal risk model ⋮ A large deviation result for aggregate claims with dependent claim occurrences ⋮ Precise local large deviations for heavy-tailed random sums with applications to risk models ⋮ Precise large deviations for consistently varying-tailed distributions in the compound renewal risk model ⋮ Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails ⋮ Uniform estimate of the finite-time ruin probability for all times in a generalized compound renewal risk model ⋮ Tail asymptotics for dependent subexponential differences ⋮ Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims ⋮ Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums ⋮ Asymptotics of randomly stopped sums in the presence of heavy tails ⋮ Approximation of the tail probability of dependent random sums under consistent variation and applications ⋮ Finite-horizon ruin probability asymptotics in the compound discrete-time risk model ⋮ Unnamed Item ⋮ Tails of random sums of a heavy-tailed number of light-tailed terms ⋮ Asymptotics for Weighted Random Sums ⋮ Large deviations for random walks under subexponentiality: The big-jump domain ⋮ Precise large deviations for widely orthant dependent random variables with dominatedly varying tails ⋮ Strong asymptotic equivalence and inversion of functions in the class \(K_c\) ⋮ Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model ⋮ Distribution tails of sample quantiles and subexponentiality ⋮ Precise large deviations for aggregate claims ⋮ Precise large deviations for dependent random variables with heavy tails ⋮ Moderate deviations for sums of dependent claims in a size-dependent renewal risk model ⋮ A theorem of Galambos-Bojanić-Seneta type ⋮ A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows ⋮ An Extension of the Concept of Slowly Varying Function with Applications to Large Deviation Limit Theorems ⋮ On preserving the limit points of corresponding objects ⋮ Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments ⋮ Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments
This page was built for publication: Intermediate Regular and Π Variation