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arXiv:math/0412537 [math.PR]AbstractReferencesReviewsResources

Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications

Ph. Barbe, W. P. McCormick

Published 2004-12-30Version 1

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Comments: 125 pages
Categories: math.PR, math.ST, stat.TH
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