Multivariate subexponential distributions /

Bibliographic Details
Main Authors:	Cline, Daren B. H. (Author), Resnick, Sidney I. (Author)
Corporate Author:	National Science Foundation (U.S.) (sponsoring body.)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, 1990.
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 122.
Subjects:	Distribution (Probability theory) Convolutions (Mathematics) Point processes. Convergence. Mathematical statistics. Subexponentiality Convolution tails Vague convergence

Description
Abstract:	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 marginals of a d-dimensional distribution are subexponential, then the distribution is multivariate subexponential. Known results for univariate subexponential distributions are extended to the multivariate setting. Point process arguments are used for the proofs.
Item Description:	"2 October 1990"--Leaf [i]. "The first author was supported by NSF Grant Number DMS-9001011 at Texas A&M University and by the Mathematical Sciences Institute at Cornell University. The second author was partially supported by NSF Grant MCS-8801034 at Cornell University"--Leaf [i].
Physical Description:	25 leaves ; 28 cm
Bibliography:	Includes bibliographical references (leaves 23-25).