Tail measures and regular variation

نویسندگان

چکیده

A general framework for the study of regular variation (RV) is that Polish star-shaped metric spaces, while recent developments in [41] have discussed RV with respect to a properly localised boundedness B. Along lines latter approach, we discuss Borel measures and random processes on spaces (D,dD). Tail introduced [47] appear naturally as limiting regularly varying time series. We define tail measurable space (D,D) indexed by H(D), countable family 1-homogeneous coordinate maps, show some tractable instances investigation when B determined H(D). This allows us càdlàg D(Rl,Rd) retrieving particular results obtained [59] stationary real line removing l=1 therein. Further, potential applications open questions.

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ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2022

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/22-ejp788