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A theorem on regularly varying functions in 2 is proved and applied to domains of attraction of stable laws with index 1 [less-than-or-equals, slant] [alpha] [less-than-or-equals, slant] 2. We also present a theory of [Pi]-variation in 2. Unlike the situation in 1 the latter is not connected...
Persistent link: https://www.econbiz.de/10008874663
Let G = [Sigma][infinity]n=0pnF*n denote the probability measure subordinate to F with subordinator {Pn}. We investigate the asymptotic behaviour of (1 - G(x))-([Sigma] npn)(1 - F(x)) as x -- [infinity] if 1 - F is regularly varying with index [varrho], 0 = [varrho] = 1. Applications to random...
Persistent link: https://www.econbiz.de/10008874948