On a conjecture of Seneta on regular variation of truncated moments

DOI10.2298/PIM2123077KzbMATH Open1474.26008OpenAlexW3158053175WikidataQ122961702 ScholiaQ122961702MaRDI QIDQ4985696FDOQ4985696

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

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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)

Cites Work

• Extreme value theory. An introduction.
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• Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
• 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

Cited In (4)

• Title not available (Why is that?)
• 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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