Publications de l'Institut Mathématique, Nouvelle Série Vol. 80(94), pp. 47–57 (2006) 

REGULARLY VARYING PROBABILITY DENSITIESN. H. Bingham, Charles M. Goldie, and Edward OmeyDepartment of Probability and Statistics, University of Sheffield, Sheffield S3 7RH, UK; and Department of Mathematics, Mantell Building, University of Sussex, Brighton BN1 9RF, UK; and Department of Mathematics and Statistics, Economische Hogeschool SintAloysius, Stormstraat 2, B1000 Brussels, BelgiumAbstract: The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Extensions to rapid variation, Oregular variation, and other types of asymptotic decay are also given. Keywords: Almost decreasing, convolution of densities, Oregular variation, rapid variation, regular variation Classification (MSC2000): 26A12; 60E05 Full text of the article: (for faster download, first choose a mirror)
Electronic fulltext finalized on: 10 Oct 2006. This page was last modified: 4 Dec 2006.
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