Cline, Daren B. H.; Resnick, Sidney I. - In: Stochastic Processes and their Applications 42 (1992) 1, pp. 49-72
We present a formulation of subexponential and exponential tail behavior for multivariate distributions. The definitions are necessarily in terms of vague convergence of Radon measures rather than of ratios of distribution tails. With the proper setting, we show that if all one dimensional...