Geodesic
Regularly Varying Probability Densities
Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 47
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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.
DOI : 10.2298/PIM0694047B
Classification : 26A12 60E05
Keywords: Almost decreasing, convolution of densities, O-regular variation, rapid variation, regular variation 
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N. H. Bingham; Charles M. Goldie; E. Omey. Regularly Varying Probability Densities. Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 47 . doi: 10.2298/PIM0694047B

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