Second order behaviour of the tail of a subordinated probability distribution
- 1 February 1986
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 21 (2) , 339-353
- https://doi.org/10.1016/0304-4149(86)90105-5
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On subordinated distributions and random record processesMathematical Proceedings of the Cambridge Philosophical Society, 1983
- Asymptotic behaviour of Wiener-Hopf factors of a random walkStochastic Processes and their Applications, 1977
- Regular variation of the tail of a subordinated probability distributionAdvances in Applied Probability, 1973