Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
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Publication:3616023
DOI10.1090/memo/0922zbMath1172.62005arXivmath/0412537OpenAlexW1978598287MaRDI QIDQ3616023
William P. McCormick, Philippe Barbe
Publication date: 24 March 2009
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0412537
Software, source code, etc. for problems pertaining to statistics (62-04) Asymptotic distribution theory in statistics (62E20) Convolution as an integral transform (44A35) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Limit theorems in probability theory (60F99)
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