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

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

2004-12-30

arxiv.org/abs/math/0412537v1

Mathematics

Probability

125 pages

Scientific paper

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

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