Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
125 pages

Keywords

Probability, Statistics Theory, 41A60, 60F99 (primary) 41A80, 44A35, 60E07, 60G50, 60K05, 60K25, 62E17, 62G32 (secondary)

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/130674

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0412537
 http://arxiv.org/abs/math/0412537

Collections

arXiv