The DOI matches its Crossref record; 49 of the 50 references it cites were found in a registry or an index.
Regularly varying functions
Open accessAbstract
We consider some elementary functions of the components of a regularly varying random vector such as linear combinations, products, minima, maxima, order statistics, powers. We give conditions under which these functions are again regularly varying, possibly with a different index.
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In the citing paper
“It has become common knowledge that the in-degree and PageRank of the Web follow a power law with the same exponent (see [14], [26], [32], and [37]).”
From Asymptotic analysis for personalized Web search (2010) · cites this paper as [14]
In the citing paper
“Note that the asymptotic equivalence P (R > x) ∼ C ′ N P (N > x) as x → ∞ holds if we assume that the values of the PageRank R can be approximated by cN E ( 1 /D) , as proposed in [14].”
From Asymptotic analysis for personalized Web search (2010) · cites this paper as [14]
Citations
Cites
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Modelling of extremal events in insurance and finance
Paul Embrechts, A., & Schmidli, H. (1994) · Mathematical Methods of Operations Research · doi:10.1007/bf01440733 · Cited by 3,575
Extreme Values, Regular Variation and Point Processes
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Sums of independent random variables
Körner, T. W. (1988) · Cambridge University Press eBooks · doi:10.1017/cbo9781107049949.052 · Cited by 1,768
On the self-similar nature of Ethernet traffic
Leland, W. E., Taqqu, M. S., Willinger, W., & Wilson, D. V. (1993) · ACM SIGCOMM Conference (SIGCOMM) · doi:10.1145/166237.166255 · Cited by 1,117
Random difference equations and Renewal theory for products of random matrices
Kesten, H. (1973) · Acta Mathematica · doi:10.1007/bf02392040 · Cited by 975
Limit theorems of probability theory
Dorogovtsev, A. A., Silvestrov, D. S., Skorokhod, A. V., & Yadrenko, M. I. (2011) · Translations of mathematical monographs · doi:10.1090/mmono/163/05 · Cited by 621
Research works printed but not linked: 1
- 10.2307/1427239 · DOI
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Power Laws in Economics and Finance
Gabaix, X. (2009) · Annual Review of Economics · doi:10.1146/annurev.economics.050708.142940 · Cited by 907
Pareto Models for Risk Management
Arthur Charpentier, A., & Flachaire, E. (2020) · Dynamic modeling and econometrics in economics and finance · doi:10.1007/978-3-030-54252-8_14 · Cited by 878
Kelly, B., & Jiang, H. (2014) · Review of Financial Studies · doi:10.1093/rfs/hhu039 · Cited by 826
Power Laws in Economics and Finance
Gabaix, X. (2008) · National Bureau of Economic Research · doi:10.3386/w14299 · Cited by 512
Voitalov, I., van der Hoorn, P., van der Hofstad, R., & Krioukov, D. (2019) · Physical Review Research · doi:10.1103/physrevresearch.1.033034 · Cited by 207
Metadata
- Authors
- Jessen, H., & Mikosch, T.
- Affiliations
- Laboratory of Actuarial Mathematics, University of Copenhagen, Copenhagen, Denmark
- University of Copenhagen (DK)
- ORCID
- Mikosch, Thomas
- Venue
- Publications de l'Institut Mathematique
- Publisher
- National Library of Serbia
- Published
- 2006
- Volume
- 80
- Issue
- 94
- Pages
- 171-192
- ISSN
- 0350-1302 (ISSN-L)
- 1820-7405
- OpenAlex
- W1984074210
- Cited by
- 236
- References
- 50
- Citations by year
- 2026: 1 · 2025: 11 · 2024: 9 · 2023: 10 · 2022: 17 · 2021: 15 · 2020: 16 · 2019: 9 · 2018: 10 · 2017: 8 · 2016: 8 · 2015: 15 · 2014: 16 · 2013: 17 · 2012: 15
- FWCI
- 7.55
- Type
- journal article
- Language
- en
- Open access
- bronze
- doi.org
- Locations
- Publications de l Institut Mathematique (publishedVersion)
- Funders
- Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
- Social Sciences › Decision Sciences › Management Science and Operations Research › Probability and Risk Models
- Physical Sciences › Mathematics › Applied Mathematics › Approximation Theory and Sequence Spaces
- Keywords
- regularly varying functions, linear combinations, product, extreme values, order statistics
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