On a class of limit distributions (Q1124202)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a class of limit distributions |
scientific article; zbMATH DE number 4111685
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of limit distributions |
scientific article; zbMATH DE number 4111685 |
Statements
On a class of limit distributions (English)
0 references
1987
0 references
[For the entire collection see Zbl 0626.00025.] Let F be a distribution function with the characteristic function \[ f(t)=\int^{\infty}_{0}\exp (-t^ 2y/2)dG(y) \] where G is a distribution function, \(G(0)=0\). The author establishes some formulas connecting the asymptotic behaviour of F(x) with the asymptotic behaviour of G(x) as \(x\to \infty\).
0 references
regularly varying functions
0 references
variance mixture
0 references
characteristic function
0 references
asymptotic behaviour
0 references