The sums of i.i.d. random vectors are considered. It is assumed that the underlying distribution is absolutely continuous and its density possesses the property which can be referred to as regular variation. The asymptotic expressions for the probability of large deviations are established in the ca
β¦ LIBER β¦
On regular variation of probability densities
β Scribed by L. de Haan; S. Resnick
- Book ID
- 107950322
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 534 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
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In this paper we show how the recently introduced concept of regular variation on time scales (or measure chains) is related to a Karamata type definition. We also present characterization theorems and an embedding theorem for regularly varying functions defined on suitable subsets of reals. We demo