posted on 2023-06-07, 14:29authored byN. 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.
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Published
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Publications de l'Institut Mathématique, Nouvelle Série