Geodesic
Regularly Varying Probability Densities
Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 47

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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 
@article{10_2298_PIM0694047B,
     author = {N. H. Bingham and Charles M. Goldie and E. Omey},
     title = {Regularly {Varying} {Probability} {Densities}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {47 },
     publisher = {mathdoc},
     volume = {_N_S_80},
     number = {94},
     year = {2006},
     doi = {10.2298/PIM0694047B},
     zbl = {1164.26302},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0694047B/}
}
TY  - JOUR
AU  - N. H. Bingham
AU  - Charles M. Goldie
AU  - E. Omey
TI  - Regularly Varying Probability Densities
JO  - Publications de l'Institut Mathématique
PY  - 2006
SP  - 47 
VL  - _N_S_80
IS  - 94
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.2298/PIM0694047B/
DO  - 10.2298/PIM0694047B
LA  - en
ID  - 10_2298_PIM0694047B
ER  - 
%0 Journal Article
%A N. H. Bingham
%A Charles M. Goldie
%A E. Omey
%T Regularly Varying Probability Densities
%J Publications de l'Institut Mathématique
%D 2006
%P 47 
%V _N_S_80
%N 94
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.2298/PIM0694047B/
%R 10.2298/PIM0694047B
%G en
%F 10_2298_PIM0694047B
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

Cité par Sources :