Open AccessRegularly varying probability densities
Author(s) -
Ν. H. Bingham,
Charles M. Goldie,
Edward Omey
Publication year - 2006
Publication title -
publications de l institut mathematique
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.246
H-Index - 17
eISSN - 1820-7405
pISSN - 0350-1302
DOI - 10.2298/pim0694047b
Subject(s) - convolution (computer science) , variation (astronomy) , mathematics , probability density function , convolution of probability distributions , statistical physics , statistics , physics , probability mass function , computer science , astrophysics , artificial intelligence , artificial neural network
The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Ex- tensions to rapid variation, O-regular variation, and other types of asymptotic decay are also given.
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