Open Access
December, 1979 Conjugate $\Pi$-Variation and Process Inversion
L. de Haan, S. I. Resnick
Ann. Probab. 7(6): 1028-1035 (December, 1979). DOI: 10.1214/aop/1176994895

Abstract

The well-known concept of conjugate slowly varying functions is specialized to the subclass $\Pi$ of the slowly varying functions. The concept is then used to connect convergence of certain increasing stochastic processes (suitably normalized) with convergence of their inverses.

Citation

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L. de Haan. S. I. Resnick. "Conjugate $\Pi$-Variation and Process Inversion." Ann. Probab. 7 (6) 1028 - 1035, December, 1979. https://doi.org/10.1214/aop/1176994895

Information

Published: December, 1979
First available in Project Euclid: 19 April 2007

zbMATH: 0428.60033
MathSciNet: MR548896
Digital Object Identifier: 10.1214/aop/1176994895

Subjects:
Primary: 60F05
Secondary: 60B10

Keywords: $\Pi$-variation , $M_1$ and $J_1$ topology , conjugate transformation , Extremal process , first passage processes , regular variation , renewal processes , weak convergence

Rights: Copyright © 1979 Institute of Mathematical Statistics

Vol.7 • No. 6 • December, 1979
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