On regular variation for infinitely divisible random vectors and additive processes

DOI10.1239/aap/1143936144zbMath1106.60046OpenAlexW2029692345MaRDI QIDQ5475393

Filip Lindskog, Henrik Hult

Publication date: 19 June 2006

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1143936144

zbMATH Keywords

infinitely divisible distributiontail behaviourmultivariate regular variation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70)

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