Regularly varying random variables
2020
In this chapter we recall the fundamental results about regular variation of univariate real-valued functions and sequences. Most of the material presented here is standard. We will state certain results without proof. See Section 1.6 for references. We will apply these results to real-valued random variables with regularly varying tails. We will prove some of the most famous and useful results, such as Potter’s bounds and Breiman’s lemma.
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