{
  "id": "0903.1005",
  "version": "v1",
  "published": "2009-03-05T14:28:14.000Z",
  "updated": "2009-03-05T14:28:14.000Z",
  "title": "Transformations des lois multivariées avec queues régulières",
  "authors": [
    "Youri Davydov",
    "Shuyan Liu"
  ],
  "comment": "11 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "Let $X$ be a random vector in $\\rd$ with a regularly varying tail. We consider two transformations $\\|X\\|f(\\frac{X}{\\|X\\|})$, $f: \\sd\\to\\sd$, and $Xf(\\frac{X}{\\|X\\|})$, $f: \\sd\\to \\mathbb{R}_+$. Some sufficient conditions for preserving the property of regularity of the tail for this kind of transformations are given.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-03-05T14:28:14.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60B10",
      "60E05",
      "60E07"
    ],
    "keywords": [
      "lois multivariées avec queues régulières",
      "transformations",
      "random vector",
      "sufficient conditions",
      "regularly varying tail"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0903.1005D"
    }
  }
}