二元指数色散模型的收敛定理

IF 0.3 Q4 MATHEMATICS
L. Ricci, G. Boggio
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引用次数: 0

摘要

多元指数分散模型(MEDMs)由Jorgensen和Martinez于2013年定义。MEDM的一个特例是二元Gamma模型;在本文中,我们证明了在一定条件下,这是二元正则变测度生成的MEDM的极限分布,扩展了前面作者关于单变量情况的结果。作为证明主要结果的必要工具,我们使用了二元正则变函数和二元正则变测度;我们还陈述了陶伯里卡拉马塔定理的一个二元版本,以及二元慢变函数的一个特殊卡拉马塔表示。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Convergence Theorem for Bivariate Exponential Dispersion Models
Multivariate exponential dispersion models (MEDMs) were defined in 2013 by Jorgensen and Martinez. A particular case of MEDM is the bivariate Gamma model; in this article we prove that, under certain conditions, this is a limit distribution for MEDM generated by bivariate regularly varying measures, extending a previous result given by the aforementioned authors for the univariate case. As necessary tools for proving the main result, we use bivariate regularly varying functions and bivariate regularly varying measures; we also state a bivariate version of Tauberian Karamata’s theorems and a particular Karamata representation of bivariate slowly varying functions.
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来源期刊
CiteScore
0.70
自引率
33.30%
发文量
0
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