Regular variation and probability: The early years

DOI10.1016/j.cam.2005.11.034zbMath1114.60003OpenAlexW1992494683MaRDI QIDQ859895

Nicholas H. Bingham

Publication date: 22 January 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.11.034

zbMATH Keywords

regular variationcentral limit problemextremes in probability

Mathematics Subject Classification ID

History of probability theory (60-03)

Related Items (7)

Karamata functions and differential equations: achievements from the 20th century ⋮ Tauberian theorems and large deviations ⋮ Unnamed Item ⋮ Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach ⋮ The Steinhaus theorem and regular variation: de Bruijn and after ⋮ Infinite combinatorics and the foundations of regular variation ⋮ Extremes and regular variation

Uses Software

• longmemo

Cites Work

• Extremes and related properties of random sequences and processes
• On the domain of attraction of \(e^{-e^{-x}}\)
• Sur la distribution limite du terme maximum d'une série aléatoire
• Fighting the arch–enemy with mathematics‘
• A Single Form for the Conditions for Attraction to Stable Laws
• Karamata's characterization theorem, feller and regular variation in probability theory
• Regularly varying functions in the theory of simple branching processes
• Relative stability and the strong law of large numbers
• Semi-parametric modelling in finance: theoretical foundations
• A semi-parametric approach to risk management
• Tauberian Theory
• Functional equations and the Galton-Watson process
• The Distribution of the First Ladder Moment and Height and Fluctuation of a Random Walk
• Sur l'ensemble de puissances d'une loi de probabilité
• Regularly varying functions
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