Open AccessRegularly varying functions
Author(s) -
Hedegaard Jessen,
Thomas Mikosch
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/pim0694171j
Subject(s) - maxima and minima , mathematics , maxima , order (exchange) , index (typography) , order statistic , pure mathematics , combinatorics , mathematical analysis , computer science , art , finance , performance art , world wide web , economics , art history
We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, min- ima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a different index.
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