Derivatives of regularly varying functions in Rd and domains of attraction of stable distributions
In R2 the integral of a regularly varying (RV) function f is regularly varying only if f is monotone. Generalization to R2 of the one-dimensional result on regular variation of the derivative of an RV-function however is straightforward. Applications are given to limit theory for partial sums of i.i.d. positive random vectors in R2+.
Year of publication: |
1979
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Authors: | de Haan, L. ; Resnick, S. I. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 8.1979, 3, p. 349-355
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Publisher: |
Elsevier |
Keywords: | Multivariate regular variatiion Tauberian theorems multivariate stable laws domains of attraction |
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