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Multivariate Regular Variation and the Poisson Transform

Chapter
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Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)

Abstract

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.

Keywords

Regular Variation Limit Measure Distribution Tail Poisson Random Variable Nonnegative Random Variable 
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Copyright information

© Springer Science+Business Media, LLC 2007

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