On subordinated distributions and random record processes

DOI10.1017/S0305004100060643zbMath0513.60029MaRDI QIDQ3658820

Edward Omey, Paul Embrechts

Publication date: 1983

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

subordinationregular variationTauberian theoremsrandom record epochs

Mathematics Subject Classification ID

Distribution theory (60E99) Limit theorems in probability theory (60F99)

Related Items (4)

A strong renewal theorem for generalized renewal functions in the infinite mean case ⋮ Modeling teletraffic arrivals by a Poisson cluster process ⋮ On the number of renewals in random time ⋮ Second order behaviour of the tail of a subordinated probability distribution

Cites Work

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• On the tail behaviour of record-time distributions in a random record process
• Equivalence classes of regularly varying functions
• On the weak law of large numbers and the generalized elementary renewal theorem
• Harmonic renewal measures
• An Abel-Tauber Theorem for Laplace Transforms
• Subexponentiality and infinite divisibility
• Random record models
• Regular variation of the tail of a subordinated probability distribution

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