Bingham, N. H., Goldie, Charles and Omey, Edward (2006) Regularly varying probability densities. Publications de l'Institut Mathématique, Nouvelle Série, 80 (94). pp. 47-57. ISSN 0350-1302

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Abstract

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.

Item Type:	Article
Keywords:	Almost decreasing, Convolution of densities, O-regular variation, Rapid variation, Regular variation
Schools and Departments:	School of Mathematical and Physical Sciences > Mathematics
Subjects:	Q Science > QA Mathematics
Depositing User:	Charles Goldie
Date Deposited:	12 Mar 2008
Last Modified:	01 Oct 2019 14:15
URI:	http://sro.sussex.ac.uk/id/eprint/1648
Google Scholar:	3 Citations

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