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Regularly varying probability densities

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journal contribution
posted 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.

History

Publication status

  • Published

Journal

Publications de l'Institut Mathématique, Nouvelle Série

ISSN

0350-1302

External DOI

Issue

94

Volume

80

Page range

47-57

Department affiliated with

  • Mathematics Publications

Full text available

  • Yes

Peer reviewed?

  • Yes

Legacy Posted Date

2008-03-12

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    University of Sussex (Publications)

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    Keywords

    Almost decreasingConvolution of densitiesO-regular variationRapid variationRegular variation

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