Tauber Theory for Infinitely Divisible Variance Functions

Autor:	Bent Jørgensen, José Raúl Martínez, Bent Jorgensen, Jose Raul Martinez
Rok vydání:	1997
Předmět:	Statistics and Probability Discrete mathematics Exponential family media_common.quotation_subject Bounded function Zero (complex analysis) Variance (accounting) Natural exponential family Infinity Exponential dispersion model media_common Variance function Mathematics
Zdroj:	Bernoulli. 3:213
ISSN:	1350-7265
DOI:	10.2307/3318587
Popis:	We study a notion of Tauber theory for infinitely divisible natural exponential families, showing that the variance function of the family is (bounded) regularly varying if and only if the canonical measure of the Levy-Khinchine representation of the family is (bounded) regularly varying. Here a variance function V is called bounded regularly varying if V(μ)\sim cμp either at zero or infinity, with a similar definition for measures. The main tool of the proof is classical Tauber theory.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::415817d5248cc6bfdd9b5afaa82de0a9 https://doi.org/10.2307/3318587 Zobrazit plný text záznamu