Regularly varying measures on metric spaces: hidden regular variation and hidden jumps

DOI10.1214/14-PS231zbMath1317.60007arXiv1307.5803MaRDI QIDQ462812

Filip Lindskog, Joyjit Roy, Sidney I. Resnick

Publication date: 22 October 2014

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5803

zbMATH Keywords

regular variation Lévy process hidden regular variation \(M\)-convergence multivariate heavy tails tail estimation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probability measures on topological spaces (60B05) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17) Spaces of measures, convergence of measures (28A33)

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