Integrals and derivatives of regularly varying functions in R^ n and domains of attraction of stable distributions. II
DOI10.1016/0304-4149(84)90016-4zbMATH Open0528.60021OpenAlexW1966356699MaRDI QIDQ786447FDOQ786447
Authors: Laurens De Haan, Edward Omey
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
stable distributionscharacteristic functionsdomains of attractionmultivariate regular variationAbel-Tauber theorems
Characteristic functions; other transforms (60E10) Central limit and other weak theorems (60F05) Laplace transform (44A10)
Cites Work
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- An Abel-Tauber Theorem for Laplace Transforms
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Cited In (18)
- Domains of attraction of the random vector (X, X 2) and applications
- Joint stable attraction of two sums of products
- Multivariate regular variation of discrete mass functions with applications to preferential attachment networks
- Abelian and Tauberian theorems for the Laplace transform of functions in several variables
- Multivariate weighted renewal functions
- On regular variation of probability densities
- Domains of attraction and regular variation in \({\mathbb{R}}^ d\)
- Higher order tail densities of copulas and hidden regular variation
- Subexponential distribution functions in \(R^{d}\)
- On the foundations of multivariate heavy-tail analysis
- The Extremal Dependence Measure and Asymptotic Independence
- Random sums of random variables and vectors: including infinite means and unequal length sums
- Approximations in bivariate renewal theory
- Hidden regular variation and the rank transform
- Hidden regular variation and detection of hidden risks
- Asymptotic expansions of densities of sums of random vectors without third moment
- On domains of attraction of multivariate extreme value distributions under absolute continuity
- Multivariate subexponential distributions and random sums of random vectors
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