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Abelian and Tauberian theorems for the Laplace transform of functions in several variables
ArticleAbstract: Using two kinds of multivariate regular variation we prove several Abel-Tauber theorems for the LaplPalabras claves:multivariate regular variation, Tauberian theorem, power series, multivariate renewal theoryAutores:Edward A.M. Omey, Willekens E.Fuentes:scopusDomains of attraction and regular variation in IR<sup>d</sup>
ArticleAbstract: A general form for regular variation in IR2 is introduced and applied to domains of attraction of stPalabras claves:Abel-Tauber theorem, domains of attraction in IR d, Regular variation in IR dAutores:de Haan L., Edward A.M. Omey, Resnick S.Fuentes:scopusMultivariate weighted renewal functions
ArticleAbstract: Let (X, Y), (X1, Y1), (X2, Y2), ... denote independent positive random vectors with common distributPalabras claves:Random vector, Regular variation, Renewal theory, Weighted renewal functionAutores:Edward A.M. Omey, Mallor F., Santos J.Fuentes:scopusRates of convergence in multivariate extreme value theory
ArticleAbstract: We discuss rates of convergence for the distribution of normalized sample extremes to the appropriatPalabras claves:dependence functions, multivariate extreme values, Regular variation, uniform rates of convergenceAutores:Edward A.M. Omey, Rachev S.Fuentes:scopus