%0 Journal Article
%T Transformations des lois multivari¨¦es avec queues r¨¦guli¨¨res
%A Youri Davydov
%A Shuyan Liu
%J Mathematics
%D 2009
%I arXiv
%X Let $X$ be a random vector in $\rd$ with a regularly varying tail. We consider two transformations $\|X\|f(\frac{X}{\|X\|})$, $f: \sd\to\sd$, and $Xf(\frac{X}{\|X\|})$, $f: \sd\to \mathbb{R}_+$. Some sufficient conditions for preserving the property of regularity of the tail for this kind of transformations are given.
%U http://arxiv.org/abs/0903.1005v1