Regularly varying probability densities
journal contributionposted on 2023-06-07, 14:29 authored by N. H. Bingham, Charles Goldie, Edward Omey
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.
JournalPublications de l'Institut Mathématique, Nouvelle Série
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- Mathematics Publications
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