Tauberian Theorems for Matrix Regular Variation.

نویسندگان

  • M M Meerschaert
  • H-P Scheffler
چکیده

Karamata's Tauberian theorem relates the asymptotics of a nondecreasing right-continuous function to that of its Laplace-Stieltjes transform, using regular variation. This paper establishes the analogous Tauberian theorem for matrix-valued functions. Some applications to time series analysis are indicated.

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عنوان ژورنال:
  • Transactions of the American mathematical society

دوره 365 4  شماره 

صفحات  -

تاریخ انتشار 2013