On regular variation of probability densities

DOI10.1016/0304-4149(87)90191-8zbMath0625.60022OpenAlexW1970867543MaRDI QIDQ579734

Sidney I. Resnick, Laurens De Haan

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90191-8

zbMATH Keywords

domains of attractionKaramata- type representationlimiting behaviour of extremesmultidimensional regular variationstable attractionuniformity condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Related Items

Multivariate regular variation of discrete mass functions with applications to preferential attachment networks ⋮ The Extremal Dependence Measure and Asymptotic Independence ⋮ Strong law of large numbers for unions of random closed sets ⋮ Asymptotic behavior of common connections in sparse random networks ⋮ On the foundations of multivariate heavy-tail analysis ⋮ On domains of attraction of multivariate extreme value distributions under absolute continuity ⋮ Estimation of extreme risk regions under multivariate regular variation ⋮ Toward a Copula Theory for Multivariate Regular Variation ⋮ Higher order tail densities of copulas and hidden regular variation

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