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Journal ArticleOPEN ACCESS

Regularly varying probability densities

  • Bingham N
  • Goldie C
  • Omey E
Publications de l'Institut Mathematique (2006) 80(94) 47-57
DOI: 10.2298/pim0694047b
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Abstract

The convolution of regularly varying probability densities is proved asymptotic to their sum, and hence is also regularly varying. Extensions to rapid variation, O-regular variation, and other types of asymptotic decay are also given.

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Bingham, N. H., Goldie, C., & Omey, E. (2006). Regularly varying probability densities. Publications de l’Institut Mathematique, 80(94), 47–57. https://doi.org/10.2298/pim0694047b

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