Regularly Varying Sequences
نویسندگان
چکیده
منابع مشابه
Precise large deviations for dependent regularly varying sequences
We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev [44] and S.V. Nagaev [45] for iid regularly varying sequences. The proof uses an idea of Jakubowski [28, 29] in the context of central limit theorems with infinite variance stable limits. We illustrate the principle for stochas...
متن کاملRegularly 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...
متن کاملRegularly varying multivariate time series
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...
متن کاملTail Dependence for Regularly Varying Time Series
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...
متن کاملCoupled Processors with Regularly Varying Service Times
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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1973
ISSN: 0002-9939
DOI: 10.2307/2038824