{"title":"常变函数","authors":"Anders Hedegaard Jessen, T. Mikosch","doi":"10.2298/PIM0694171J","DOIUrl":null,"url":null,"abstract":"We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, min- ima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a dieren t index.","PeriodicalId":416273,"journal":{"name":"Publications De L'institut Mathematique","volume":"32 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"680","resultStr":"{\"title\":\"Regularly varying functions\",\"authors\":\"Anders Hedegaard Jessen, T. Mikosch\",\"doi\":\"10.2298/PIM0694171J\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, min- ima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a dieren t index.\",\"PeriodicalId\":416273,\"journal\":{\"name\":\"Publications De L'institut Mathematique\",\"volume\":\"32 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"680\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Publications De L'institut Mathematique\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2298/PIM0694171J\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Publications De L'institut Mathematique","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2298/PIM0694171J","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, min- ima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a dieren t index.
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