Multivariate Regular Variation and the Poisson Transform
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This chapter discusses the relationship between (multivariate) regular variation and the Poisson process. We begin with a survey of multivariate regular variation as it applies to distributions. The goal is to make the results of Theorem 3.6 applicable to higher dimensions.
KeywordsRegular Variation Limit Measure Distribution Tail Poisson Random Variable Nonnegative Random Variable
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