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 
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     title = {Regularly {Varying} {Probability} {Densities}},
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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. http://geodesic.mathdoc.fr/articles/10.2298/PIM0694047B/

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