Ulrich Stadtmüller
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Research Interests
Ulrich Stadtmüller has a total of 2 co-authors. Here are the top co-authors by number of shared publications:
- Laurens de Haan
Erasmus University Rotterdam
1 shared publication - Rüdiger Kiesel
Universität Ulm
1 shared publication
Latest Publications
- 1 October 1996
- Published by Springer Nature in Journal of Theoretical Probability
- Vol. 9 (4) , 961-982
Erdős-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
- 1 October 1996
- Published by Springer Nature in Journal of Theoretical Probability
- Vol. 9 (4) , 961-982
Erdős-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
- 1 October 1996
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
- Vol. 61 (3) , 381-395
Generalized regular variation of second order
Assume that for a measurable funcionfon (0, ∞) there exist a positive auxiliary functiona(t)and some γ ∈ R such that. Thenfis said to be of generalized regular variation. In order to control the asymptotic behaviour of certain estimators for distributions in extreme value theory we are led to study regular variation of second order, that is, we assume thatexists non-trivially with a second auxiliary function a1(t). We study the possible limit functions in this limit relation (defining generalized regular variation of second order) and their domains of attraction. Furthermore we give the corresponding relation for the inverse function of a monotonefwith the stated property. Finally, we present an Abel-Tauber theorem relating these functions and their Laplace transforms.
- 1 October 1996
- Published by Cambridge University Press (CUP) in Journal of the Australian Mathematical Society. Series A. Pure Mathematics and Statistics
- Vol. 61 (3) , 381-395
Generalized regular variation of second order
Assume that for a measurable funcionfon (0, ∞) there exist a positive auxiliary functiona(t)and some γ ∈ R such that. Thenfis said to be of generalized regular variation. In order to control the asymptotic behaviour of certain estimators for distributions in extreme value theory we are led to study regular variation of second order, that is, we assume thatexists non-trivially with a second auxiliary function a1(t). We study the possible limit functions in this limit relation (defining generalized regular variation of second order) and their domains of attraction. Furthermore we give the corresponding relation for the inverse function of a monotonefwith the stated property. Finally, we present an Abel-Tauber theorem relating these functions and their Laplace transforms.