Asymptotic Expansions for Infinite Weighted Convolutions of Heavy Tail Distributions and Applications
نویسنده
چکیده
Ph. Barbe and W.P. McCormick CNRS, France, and University of Georgia Abstra t. We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed. AMS 2000 Subje t Classi ations: Primary: 41A60, 60F99. Secondary: 41A80, 44A35, 60E07, 60G50, 60K05, 60K25, 62E17, 62G32.
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تاریخ انتشار 2004