On a conjecture of Seneta on regular variation of truncated moments

DOI10.2298/PIM2123077KMaRDI QIDQ4985696zbMATH OpenOpenAlexWikidataFDO

Authors Peter Kevei

Publication date 24 April 2021

Published in Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/pim2123077k

zbMATH Keywords

truncated momentsregular variationrelative stabilityde Haan class

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Rate of growth of functions, orders of infinity, slowly varying functions (26A12)

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• Extreme value theory. An introduction.
• Pseudo-regularly varying functions and generalized renewal processes
• Regularly log-periodic functions and some applications
• Renewal theory for extremal Markov sequences of Kendall type
• Slowly varying functions in the Zygmund sense and generalized regular variation
• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes

Cited in

(4)

• scientific article; zbMATH DE number 7639711 (Why is no real title available?)
• Extremes of the stochastic heat equation with additive Lévy noise
• Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes
• A Seneta's conjecture and the Williamson transform

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