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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2018 Volume 30, Issue 3, Pages 141–158 (Mi dm1514)

This article is cited in 4 papers

On the distribution of multiple power series regularly varying at the boundary point

A. L. Yakymiv

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Abstract: Let $B(x)$ be a multiple power series with nonnegative coefficients which is convergent for all $x\in(0,1)^n$ and diverges at the point $\mathbf1=(1,\dots,1)$. Random vectors (r.v.) $\xi_x$ such that $\xi_x$ has distribution of the power series $B(x)$ type is studied. The integral limit theorem for r.v. $\xi_x$ as $x\uparrow\mathbf1$ is proved under the assumption that $B(x)$ is regularly varying at this point. Also local version of this theorem is obtained under the condition that the coefficients of the series $B(x)$ are one-sided weakly oscillating at infinity.

Keywords: Multiple power series distribution, weak convergence, $\sigma$-finite measures, gamma-distribution, regularly varying functions, one-sided weakly oscillating functions.

UDC: 519.212.2

Received: 03.04.2018

DOI: 10.4213/dm1514


 English version:
Discrete Mathematics and Applications, 2019, 29:6, 409–421

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