Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions

L. de Haan and S. I. Resnick

Stochastic Processes and their Applications, 1979, vol. 8, issue 3, 349-355

Abstract: In R2 the integral of a regularly varying (RV) function f is regularly varying only if f is monotone. Generalization to R2 of the one-dimensional result on regular variation of the derivative of an RV-function however is straightforward. Applications are given to limit theory for partial sums of i.i.d. positive random vectors in R2+.

Keywords: Multivariate; regular; variatiion; Tauberian; theorems; multivariate; stable; laws; domains; of; attraction (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (3)

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