Regularly varying probability densities
نویسندگان
چکیده
منابع مشابه
Regularly varying probability densities
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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ژورنال
عنوان ژورنال: Publications de l'Institut Mathematique
سال: 2006
ISSN: 0350-1302,1820-7405
DOI: 10.2298/pim0694047b