Semi-Heavy Tails

被引：0
|
作者：
Edward Omey
Stefan Van Gulck
Rein Vesilo
机构：
[1] Faculty of Economics and Business,Department of Engineering
[2] KU Leuven,undefined
[3] Macquarie University,undefined
来源：
Lithuanian Mathematical Journal | 2018年 / 58卷
关键词：
semi-heavy tail; regular variation; convolutions; asymptotic behaviour; subordination; 26A12; 33B99; 60K05;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we study properties of functions and sequences with a semi-heavy tail, that is, functions and sequences of the form w(x) = e−βxf(x), β > 0, resp., wn = cnfn, 0 < c < 1, where the function f(x), resp., the sequence (fn), is regularly varying. Among others, we give a representation theorem and study convolution properties. The paper includes several examples and applications in probability theory.
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页码：480 / 499
页数：19
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