Semi-Heavy Tails

Abstract:

In this paper, we study properties of functions and sequences with a semi-heavy tail, that is, functions and sequences of the form w(x) = e−βxf(x), β > 0, resp., wn = cnfn, 0 < c < 1, where the function f(x), resp., the sequence (fn), is regularly varying. Among others, we give a representation theorem and study convolution properties. The paper includes several examples and applications in probability theory.

Año de publicación:

2018

Keywords:

• Regular variation
• Convolutions
• semi-heavy tail
• asymptotic behaviour
• Subordination

Fuente:

scopus