scholarly journals Dependence Testing via Extremes for Regularly Varying Models

2021 ◽  
Author(s):  
Malcolm Egan
Keyword(s):  
Regularly Varying

scholarly journals On a Theorem of Breiman and a Class of Random Difference Equations

2007 ◽  
Vol 44 (04) ◽  
pp. 1031-1046 ◽  
Author(s):  
Denis Denisov ◽  
Bert Zwart
Keyword(s):  
Difference Equations ◽  
Random Variables ◽  
Tail Behavior ◽  
Random Difference ◽  
Regularly Varying ◽  
Random Difference Equations

We consider the tail behavior of the product of two independent nonnegative random variables X and Y. Breiman (1965) has considered this problem, assuming that X is regularly varying with index α and that E{Yα+ε} < ∞ for some ε > 0. We investigate when the condition on Y can be weakened and apply our findings to analyze a class of random difference equations.

Asymptotic properties of Kneser solutions to nonlinear second order ODEs with regularly varying coefficients

2016 ◽  
Vol 274 ◽  
pp. 65-82 ◽  
Author(s):  
Jana Burkotová ◽  
Michael Hubner ◽  
Irena Rachůnková ◽  
Ewa B. Weinmüller
Keyword(s):  
Asymptotic Properties ◽  
Second Order ◽  
Varying Coefficients ◽  
Regularly Varying
Sign in / Sign up

Export Citation Format

Share Document