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

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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 
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     title = {Regularly {Varying} {Functions}},
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     pages = {171 },
     publisher = {mathdoc},
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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. http://geodesic.mathdoc.fr/articles/10.2298/PIM0694171J/

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