Geodesic
Regularly Varying Functions
Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 171

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

We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, minima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a different index.
DOI : 10.2298/PIM0694171J
Classification : 60G70 62P05 
@article{10_2298_PIM0694171J,
     author = {Anders Hedegaard Jessen and Thomas Mikosch},
     title = {Regularly {Varying} {Functions}},
     journal = {Publications de l'Institut Math\'ematique},
     pages = {171 },
     publisher = {mathdoc},
     volume = {_N_S_80},
     number = {94},
     year = {2006},
     doi = {10.2298/PIM0694171J},
     zbl = {1164.60301},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0694171J/}
}
TY  - JOUR
AU  - Anders Hedegaard Jessen
AU  - Thomas Mikosch
TI  - Regularly Varying Functions
JO  - Publications de l'Institut Mathématique
PY  - 2006
SP  - 171 
VL  - _N_S_80
IS  - 94
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.2298/PIM0694171J/
DO  - 10.2298/PIM0694171J
LA  - en
ID  - 10_2298_PIM0694171J
ER  - 
%0 Journal Article
%A Anders Hedegaard Jessen
%A Thomas Mikosch
%T Regularly Varying Functions
%J Publications de l'Institut Mathématique
%D 2006
%P 171 
%V _N_S_80
%N 94
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.2298/PIM0694171J/
%R 10.2298/PIM0694171J
%G en
%F 10_2298_PIM0694171J
Anders Hedegaard Jessen; Thomas Mikosch. Regularly Varying Functions. Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 171 . doi: 10.2298/PIM0694171J

Cité par Sources :