Regularly varying functions
نویسندگان
چکیده
منابع مشابه
An Extension of the Class of Regularly Varying Functions
We define a new class of positive and Lebesgue measurable functions in termsof their asymptotic behavior, which includes the class of regularly varying functions.We also characterize it by transformations, corresponding to generalized momentswhen these functions are random variables. We study the properties of this new classand discuss their applications to Extreme Value The...
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The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Extensions to rapid variation, O-regular variation, and other types of asymptotic decay are also given. Regularly varying distribution functions have long been used in probability theory; see e.g. Feller [7, VIII.8], Bingham, Goldie and Teugels [5, Ch. 8]. This note...
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Abstract: A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional distribution of the rescaled series given that, at a fixed time instant, its distance to the origin exceeds a threshold tending to infinity. The limi...
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We use tail dependence functions to study tail dependence for regularly varying RV time series. First, tail dependence functions about RV time series are deduced through the intensity measure. Then, the relation between the tail dependence function and the intensity measure is established: they are biuniquely determined. Finally, we obtain the expressions of the tail dependence parameters based...
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Consider two M=G=1 queues that are coupled in the following way. Whenever both queues are non-empty, each server serves its own queue at unit speed. However, if server 2 has no work in its own queue, then it assists server 1, resulting in an increased service speed r 1 1 in the first queue. This kind of coupling is related to generalized processor sharing. We assume that the service request dis...
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ژورنال
عنوان ژورنال: Publications de l'Institut Mathematique
سال: 2006
ISSN: 0350-1302,1820-7405
DOI: 10.2298/pim0694171j