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Regularly varying probability densities
journal contribution
posted on 2023-06-07, 14:29 authored by N. H. Bingham, Charles Goldie, Edward OmeyThe 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.
History
Publication status
- Published
Journal
Publications de l'Institut Mathématique, Nouvelle SérieISSN
0350-1302External DOI
Issue
94Volume
80Page range
47-57Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes