2014/01/22 by Ewa Damek, Thomas Mikosch, Damek, Ewa +6
Mathematics · #60E05 #60F05 #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR) #math.PR #msc:60E05 #msc:60F05
paper · pdf · doi:10.48550/arxiv.1401.5777
arxiv created 2014/01/22 · openalex publication_date 2014/01/22 · arxiv updated 2014/01/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is caused by regular variation of components of the original random structure. In this paper we build up on previous work and derive results in the multivariate case and in situations where regular variation is not restricted to one particular direction or quadrant.