Characterization of a general class of tail probability distributions

Abstract:

Recently, new classes of positive and measurable functions, M(ρ) and M(±∞), have been defined in terms of their asymptotic behavior at infinity, when normalized by a logarithm (Cadena et al., 2016–17). Looking for other suitable normalizing functions than logarithm seems quite natural. It is what is addressed here, studying general classes of distribution functions of the type limx→∞ [Formula presented] =ρ≤0 for normalizing functions H such that limx→∞H(x)=∞.

Año de publicación:

2019

Keywords:

• Regularly varying function
• Semi-exponential tail distribution
• Karamata functions
• Laplace transform
• Probability distribution

Fuente:

scopus