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From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable - MaRDI portal

From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable (Q5369323)

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scientific article; zbMATH DE number 6791708
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From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable
scientific article; zbMATH DE number 6791708

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    From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable (English)
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    16 October 2017
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    regular variation
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    Tauberian theorems
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    moment generating function
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    tail asymptotic
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    CIR process
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