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

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DOI Zbl

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 
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
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     zbl = {1164.60301},
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     url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0694171J/}
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