Abstract
We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, minima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a different index.
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CITATION STYLE
APA
Jessen, H., & Mikosch, T. (2006). Regularly varying functions. Publications de l’Institut Mathematique, 80(94), 171–192. https://doi.org/10.2298/pim0694171j
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