Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
From MaRDI portal
Publication:786447
DOI10.1016/0304-4149(84)90016-4zbMath0528.60021OpenAlexW1966356699MaRDI QIDQ786447
Publication date: 1984
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(84)90016-4
characteristic functionsstable distributionsdomains of attractionmultivariate regular variationAbel-Tauber theorems
Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Laplace transform (44A10)
Related Items (18)
Multivariate regular variation of discrete mass functions with applications to preferential attachment networks ⋮ The Extremal Dependence Measure and Asymptotic Independence ⋮ Joint stable attraction of two sums of products ⋮ Multivariate weighted renewal functions ⋮ On the foundations of multivariate heavy-tail analysis ⋮ On domains of attraction of multivariate extreme value distributions under absolute continuity ⋮ Subexponential distribution functions in \(R^{d}\) ⋮ Domains of attraction of the random vector (X, X 2) and applications ⋮ Hidden regular variation and the rank transform ⋮ On regular variation of probability densities ⋮ Random sums of random variables and vectors: including infinite means and unequal length sums ⋮ Approximations in bivariate renewal theory ⋮ Abelian and Tauberian theorems for the Laplace transform of functions in several variables ⋮ Hidden Regular Variation and Detection of Hidden Risks ⋮ Multivariate subexponential distributions and random sums of random vectors ⋮ Domains of attraction and regular variation in \({\mathbb{R}}^ d\) ⋮ Higher order tail densities of copulas and hidden regular variation ⋮ Asymptotic expansions of densities of sums of random vectors without third moment
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
- Non-Parametric Empirical Bayes Procedures
- Regularly varying functions in the theory of simple branching processes
- An Abel-Tauber Theorem for Laplace Transforms
This page was built for publication: Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II