General inverse problems for regular variation

DOI10.1239/jap/1417528478zbMath1314.60049arXiv1401.5777OpenAlexW1987654593MaRDI QIDQ5245627

Ewa Damek, Gennady Samorodnitsky, Jan Rosiński, Thomas Mikosch

Publication date: 14 April 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.5777

zbMATH Keywords

inverse problemregular variationlinear processrandom matrixBreiman's result

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items (3)

Extremes of aggregated Dirichlet risks ⋮ Diagonal Minkowski classes, zonoid equivalence, and stable laws ⋮ Homogeneous mappings of regularly varying vectors

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