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This article is cited in 9 scientific papers (total in 9 papers)
Short Communications
A key renewal theorem for heavy tail distributions with $\beta\in(0,0.5]$
V. A. Vatutina, V. A. Topchiib a Steklov Mathematical Institute of the Russian Academy of Sciences
b Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
Abstract:
An asymptotic behavior of increments of the renewal functions generated by the distributions with tails varying at $\pm\infty$ regularly with index $\beta\in(0,0.5]$ is investigated.
Keywords:
increments of renewal function; infinite Mean; stable law on the real line; nonlattice distribution; regularly varying functions.
Received: 29.02.2012
Citation:
V. A. Vatutin, V. A. Topchii, “A key renewal theorem for heavy tail distributions with $\beta\in(0,0.5]$”, Teor. Veroyatnost. i Primenen., 58:2 (2013), 387–396; Theory Probab. Appl., 58:2 (2014), 333–342
Linking options:
https://www.mathnet.ru/eng/tvp4512https://doi.org/10.4213/tvp4512 https://www.mathnet.ru/eng/tvp/v58/i2/p387
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Abstract page: | 616 | Full-text PDF : | 225 | References: | 84 | First page: | 2 |
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