On Regularly Varying Moments for Power Series Distributions
Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 253
Cet article a éte moissonné depuis la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts
For the power series distribution, generated by an entire function
of finite order, we obtain the asymptotic behavior of its regularly varying moments.
Namely, we prove that
$E_wX^\alpha\ell(X)\sim(E_wX)^\alpha\ell(E_wX)$, $\alpha>0$ ($w\to\infty$),
where $\ell(\cdot)$ is an arbitrary slowly varying function.
DOI :
10.2298/PIM0694253S
Classification :
60E05 30D15
Keywords: regular variation, moments, power series distributions
Keywords: regular variation, moments, power series distributions
@article{10_2298_PIM0694253S,
author = {S. Simi\'c},
title = {On {Regularly} {Varying} {Moments} for {Power} {Series} {Distributions}},
journal = {Publications de l'Institut Math\'ematique},
pages = {253 },
year = {2006},
volume = {_N_S_80},
number = {94},
doi = {10.2298/PIM0694253S},
zbl = {1164.60317},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.2298/PIM0694253S/}
}
S. Simić. On Regularly Varying Moments for Power Series Distributions. Publications de l'Institut Mathématique, _N_S_80 (2006) no. 94, p. 253 . doi: 10.2298/PIM0694253S
Cité par Sources :