regular variation

MAT8886 Extremes and sums (of i.i.d. random variables)

January 20, 2012 | 0 Comments

Yesterday, we have discussed briefly sums and maximas of i.i.d. random variables using the concept of subexponential distributions. Today, we will introduce the concept of regular variation: a positive function is said to be regularly varying (at i... [Read more...]

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