Open AccessMathematics
A. Jessen, T. Mikosch
Abstract
We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, minima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a different index.
Citation format
JESSEN, A.; MIKOSCH, T. Regularly varying functions. Publications de l Institut Mathematique-Beograd, 2006, 80: 171–192.