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Multivariate Regular Variation in Probability Theory

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This paper provides a brief overview of various definitions of multivariate regularly varying functions and some of their applications in probability theory and related fields.

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Authors and Affiliations

  1. Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia

    A. L. Yakymiv

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  1. A. L. Yakymiv
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Correspondence to A. L. Yakymiv.

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Proceedings of the XXXV International Seminar on Stability Problems for Stochastic Models, Perm, Russia, September 24–28, 2018. Part I.

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Yakymiv, A.L. Multivariate Regular Variation in Probability Theory. J Math Sci 246, 580–586 (2020). https://doi.org/10.1007/s10958-020-04763-8

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