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Probabilistic Applications of Tauberian Theorems

机译:陶伯定理的概率应用

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摘要

Tauberian theory is concerned with the asymptotic properties of integral transforms. One Tauberian theorem, as shown by Feller (1971, chap. ⅩⅢ), states that a function is regularly varying at infinity if its Laplace transform regularly varying at zero. Many applications of limit theorems involving regular-varying functions arise in probability. The limit theorems are often proved by Laplace transforms using a Tauberian theorem. In Probabilistic Applications of Tauberian Theorems, Yakimiv develops multivariate versions of Tauberian theorems for regular varying functions and gives four applications of the results to probability theory.
机译:陶伯理论与积分变换的渐近性质有关。如Feller(1971,ⅩⅢ)所示,一个陶伯定理指出,如果一个函数的Laplace变换有规律地变化为零,则该函数在无穷大处有规律地变化。涉及正变函数的极限定理的许多应用都有可能出现。极限定理通常通过使用Tauberian定理的Laplace变换来证明。在Tauberian定理的概率应用中,Yakimiv为正则变化函数开发了Tauberian定理的多元版本,并将结果应用于概率论的四个方面。

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