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

Ph. Barbe·W. P. McCormick
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Abstract

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

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Ph. Barbe, W. P. McCormick. 2004-12-30. Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications. https://arxiv.org/abs/math/0412537

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