REGULARLY VARYING PROBABILITY DENSITIES

被引：11

作者：

Bingham, N. H. ^{[1
]}

Goldie, Charles M. ^{[2
]}

Omey, Edward ^{[3
]}

机构：

[1] Univ Sheffield, Dept Probabil & Stat, Sheffield S3 7RH, S Yorkshire, England

[2] Univ Sussex, Dept Math, Brighton BN1 9RF, E Sussex, England

[3] Econ Hogesch Sint Aloysius, Dept Math & Stat, B-1000 Brussels, Belgium

来源：

PUBLICATIONS DE L INSTITUT MATHEMATIQUE-BEOGRAD | 2006年 / 80卷 / 94期

关键词：

Almost decreasing; convolution of densities; O-regular variation; rapid variation; regular variation;

D O I：

10.2298/PIM0694047B

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Extensions to rapid variation, O-regular variation, and other types of asymptotic decay are also given.

引用

页码：47 / 57

页数：11

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