The product of independent random variables with regularly varying tails

DOI10.1023/A:1010714408233zbMath0981.60002OpenAlexW4247419490MaRDI QIDQ5937982

Takaaki Shimura

Publication date: 14 March 2002

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010714408233

zbMATH Keywords

Mellin-Stieltjes convolutionregularly varying tails

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (1)

Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws

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