Asymptotic Properties of Convolution Products of Functions
Publications de l'Institut Mathématique, _N_S_43 (1988) no. 57, p. 41
The asymptotic behaviour of convolution products of the form
$\int_0^x f(x-y)g(y)\,dy$ is studied. From our results we obtain
asymptotic expansions of the form
$
R(x) := \int_o^x f(x-y)g(y) dy - f(x)\int^\infty g(y) dy
- g(x)\int_0^\infty f(y) dy = O(m(x)).
$
Under rather mild conditions on $f,g$ and $m$ the $O$-term can be
calculated more explicitly as
$
R(x)-(f(x-1)-f(x))\int_0^\infty yg(y) dy+(g(x-1)
-g(x))\int_0^\infty yf(y) dy + o(m(x)).
$
An application in probability theory is included.
Classification :
27A12
Keywords: convolutions, asymtotic behaviour, subexponential functions, regular variation
Keywords: convolutions, asymtotic behaviour, subexponential functions, regular variation
@article{PIM_1988_N_S_43_57_a5,
author = {Edward Omey},
title = {Asymptotic {Properties} of {Convolution} {Products} of {Functions}},
journal = {Publications de l'Institut Math\'ematique},
pages = {41 },
year = {1988},
volume = {_N_S_43},
number = {57},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PIM_1988_N_S_43_57_a5/}
}
Edward Omey. Asymptotic Properties of Convolution Products of Functions. Publications de l'Institut Mathématique, _N_S_43 (1988) no. 57, p. 41 . http://geodesic.mathdoc.fr/item/PIM_1988_N_S_43_57_a5/