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Goldie, Charles M.

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Author ID: goldie.charles-m Recent zbMATH articles by "Goldie, Charles M."
Published as: Goldie, Charles M.; Goldie, C. M.; Goldie, C.
Documents Indexed: 47 Publications since 1967, including 4 Books

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 2,849 times in 2,413 Documents Cited by Year
Regular variation. Zbl 0617.26001
Bingham, N. H.; Goldie, C. M.; Teugels, Jozef L.
1987
Regular variation. Paperback ed. Zbl 0667.26003
Bingham, N. H.; Goldie, C. M.; Teugels, J. L.
440
1989
Implicit renewal theory and tails of solutions of random equations. Zbl 0724.60076
Goldie, Charles M.
193
1991
Subexponentiality and infinite divisibility. Zbl 0397.60024
Embrechts, Paul; Goldie, Charles M.; Veraverbeke, Noel
139
1979
On closure and factorization properties of subexponential and related distributions. Zbl 0425.60011
Embrechts, Paul; Goldie, Charles M.
113
1980
On convolution tails. Zbl 0487.60016
Embrechts, Paul; Goldie, Charles M.
94
1982
Stability of perpetuities. Zbl 1023.60037
Goldie, Charles M.; Maller, Ross A.
58
2000
Slow variation with remainder: Theory and applications. Zbl 0611.26001
Goldie, Charles M.; Smith, Richard L.
47
1987
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
42
1977
Perpetuities with thin tails. Zbl 0862.60046
Goldie, Charles M.; Grübel, Rudolf
40
1996
Subexponential distributions. Zbl 0923.62021
Goldie, Charles M.; Klüppelberg, Claudia
37
1998
A class of infinitely divisible random variables. Zbl 0189.51701
Goldie, C.
30
1967
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028
Goldie, Charles M.; Resnick, Sidney
25
1988
Subexponential distributions and dominated-variation tails. Zbl 0378.60009
Goldie, Charles M.
20
1978
Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes. Zbl 0604.60032
Goldie, Charles M.; Greenwood, Priscilla E.
17
1986
On one-sided Tauberian conditions. Zbl 0497.40003
Bingham, N. H.; Goldie, C. M.
16
1983
Extensions of regular variation. I: Uniformity and quantifiers. Zbl 0486.26001
Bingham, N. H.; Goldie, Charles M.
14
1982
Extensions of regular variation. II: Representations and indices. Zbl 0486.26002
Bingham, N. H.; Goldie, Charles M.
14
1982
Riesz means and self-neglecting functions. Zbl 0631.60038
Bingham, Nicholas H.; Goldie, Charles M.
13
1988
Records in a partially ordered set. Zbl 0678.60001
Goldie, Charles M.; Resnick, Sidney
13
1989
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
12
1995
Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure. Zbl 0459.60017
Embrechts, Paul; Goldie, Charles M.
12
1981
Initial size estimation for the linear pure death process. Zbl 0466.62077
Goudie, I. B. J.; Goldie, Charles M.
12
1981
Poisson mixtures and quasi-infinite divisibility of distributions. Zbl 0396.60022
Puri, Prem S.; Goldie, Charles M.
12
1979
The k-record processes are i.i.d. Zbl 0535.60037
Goldie, Charles M.; Rogers, L. C. G.
8
1984
Record sequences and their applications. Zbl 1086.62502
Bunge, John; Goldie, Charles M.
8
2001
Records, permutations and greatest convex minorants. Zbl 0671.05001
Goldie, Charles M.
8
1989
Probabilistic and deterministic averaging. Zbl 0477.60032
Bingham, N. H.; Goldie, Charles M.
6
1982
The moment index of minima. II. Zbl 1095.62017
Daley, D. J.; Goldie, Charles M.
6
2006
Characterisations of set-indexed Brownian motion and associated conditions for finite-dimensional convergence. Zbl 0603.60017
Goldie, Charles M.; Greenwood, Priscilla E.
5
1986
Regularly varying probability densities. Zbl 1164.26302
Bingham, N. H.; Goldie, Charles M.; Omey, Edward
5
2006
Subexponential distribution tails and point processes. Zbl 0651.60061
Goldie, Charles M.; Resnick, Sidney
4
1988
Generalized densities of order statistics. Zbl 0929.62009
Goldie, Charles M.; Maller, Ross A.
4
1999
Communication theory. Zbl 0746.94001
Goldie, Charles M.; Pinch, Richard G. E.
3
1991
A point-process approach to almost-sure behaviour of record values and order statistics. Zbl 0867.60028
Goldie, Charles M.; Maller, Ross A.
3
1996
Ordered independent scattering. Zbl 0873.60037
Goldie, Charles M.; Resnick, Sidney
3
1996
On the denominators in Sylvester’s series. Zbl 0587.10028
Goldie, Charles M.; Smith, Richard L.
3
1987
Central limit questions for random fields. Zbl 0605.60029
Goldie, Charles M.; Morrow, Gregory J.
2
1986
Central limit results for random fields. Zbl 0677.60027
Goldie, C. M.; Greenwood, P. E.
2
1987
On domains of partial attraction. Zbl 0499.60021
Goldie, C. M.; Seneta, E.
1
1982
Lanchester square-law battles: Transient and terminal distributions. Zbl 0373.60092
Goldie, Charles M.
1
1977
The moment index of minima. II. Zbl 1095.62017
Daley, D. J.; Goldie, Charles M.
6
2006
Regularly varying probability densities. Zbl 1164.26302
Bingham, N. H.; Goldie, Charles M.; Omey, Edward
5
2006
Record sequences and their applications. Zbl 1086.62502
Bunge, John; Goldie, Charles M.
8
2001
Stability of perpetuities. Zbl 1023.60037
Goldie, Charles M.; Maller, Ross A.
58
2000
Generalized densities of order statistics. Zbl 0929.62009
Goldie, Charles M.; Maller, Ross A.
4
1999
Subexponential distributions. Zbl 0923.62021
Goldie, Charles M.; Klüppelberg, Claudia
37
1998
Perpetuities with thin tails. Zbl 0862.60046
Goldie, Charles M.; Grübel, Rudolf
40
1996
A point-process approach to almost-sure behaviour of record values and order statistics. Zbl 0867.60028
Goldie, Charles M.; Maller, Ross A.
3
1996
Ordered independent scattering. Zbl 0873.60037
Goldie, Charles M.; Resnick, Sidney
3
1996
Many multivariate records. Zbl 0839.60047
Goldie, Charles M.; Resnick, Sidney I.
12
1995
Implicit renewal theory and tails of solutions of random equations. Zbl 0724.60076
Goldie, Charles M.
193
1991
Communication theory. Zbl 0746.94001
Goldie, Charles M.; Pinch, Richard G. E.
3
1991
Regular variation. Paperback ed. Zbl 0667.26003
Bingham, N. H.; Goldie, C. M.; Teugels, J. L.
440
1989
Records in a partially ordered set. Zbl 0678.60001
Goldie, Charles M.; Resnick, Sidney
13
1989
Records, permutations and greatest convex minorants. Zbl 0671.05001
Goldie, Charles M.
8
1989
Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028
Goldie, Charles M.; Resnick, Sidney
25
1988
Riesz means and self-neglecting functions. Zbl 0631.60038
Bingham, Nicholas H.; Goldie, Charles M.
13
1988
Subexponential distribution tails and point processes. Zbl 0651.60061
Goldie, Charles M.; Resnick, Sidney
4
1988
Regular variation. Zbl 0617.26001
Bingham, N. H.; Goldie, C. M.; Teugels, Jozef L.
1987
Slow variation with remainder: Theory and applications. Zbl 0611.26001
Goldie, Charles M.; Smith, Richard L.
47
1987
On the denominators in Sylvester’s series. Zbl 0587.10028
Goldie, Charles M.; Smith, Richard L.
3
1987
Central limit results for random fields. Zbl 0677.60027
Goldie, C. M.; Greenwood, P. E.
2
1987
Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes. Zbl 0604.60032
Goldie, Charles M.; Greenwood, Priscilla E.
17
1986
Characterisations of set-indexed Brownian motion and associated conditions for finite-dimensional convergence. Zbl 0603.60017
Goldie, Charles M.; Greenwood, Priscilla E.
5
1986
Central limit questions for random fields. Zbl 0605.60029
Goldie, Charles M.; Morrow, Gregory J.
2
1986
The k-record processes are i.i.d. Zbl 0535.60037
Goldie, Charles M.; Rogers, L. C. G.
8
1984
On one-sided Tauberian conditions. Zbl 0497.40003
Bingham, N. H.; Goldie, C. M.
16
1983
On convolution tails. Zbl 0487.60016
Embrechts, Paul; Goldie, Charles M.
94
1982
Extensions of regular variation. I: Uniformity and quantifiers. Zbl 0486.26001
Bingham, N. H.; Goldie, Charles M.
14
1982
Extensions of regular variation. II: Representations and indices. Zbl 0486.26002
Bingham, N. H.; Goldie, Charles M.
14
1982
Probabilistic and deterministic averaging. Zbl 0477.60032
Bingham, N. H.; Goldie, Charles M.
6
1982
On domains of partial attraction. Zbl 0499.60021
Goldie, C. M.; Seneta, E.
1
1982
Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure. Zbl 0459.60017
Embrechts, Paul; Goldie, Charles M.
12
1981
Initial size estimation for the linear pure death process. Zbl 0466.62077
Goudie, I. B. J.; Goldie, Charles M.
12
1981
On closure and factorization properties of subexponential and related distributions. Zbl 0425.60011
Embrechts, Paul; Goldie, Charles M.
113
1980
Subexponentiality and infinite divisibility. Zbl 0397.60024
Embrechts, Paul; Goldie, Charles M.; Veraverbeke, Noel
139
1979
Poisson mixtures and quasi-infinite divisibility of distributions. Zbl 0396.60022
Puri, Prem S.; Goldie, Charles M.
12
1979
Subexponential distributions and dominated-variation tails. Zbl 0378.60009
Goldie, Charles M.
20
1978
Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003
Goldie, Charles M.
42
1977
Lanchester square-law battles: Transient and terminal distributions. Zbl 0373.60092
Goldie, Charles M.
1
1977
A class of infinitely divisible random variables. Zbl 0189.51701
Goldie, C.
30
1967
all top 5

Cited by 2,143 Authors

41 Mikosch, Thomas
40 Tang, Qihe
38 Resnick, Sidney Ira
37 Bingham, Nicholas Hugh
35 Wang, Yuebao
31 Samorodnitsky, Gennady Pinkhosovich
29 Ostaszewski, Adam J.
27 Klüppelberg, Claudia
27 Šiaulys, Jonas
25 Iksanov, Aleksander M.
23 Pakes, Anthony G.
22 Buraczewski, Dariusz
22 Maller, Ross Arthur
21 Taqqu, Murad S.
19 Damek, Ewa
19 Hashorva, Enkelejd
19 Leipus, Remigijus
19 Omey, Edward
19 Wang, Kaiyong
18 Girard, Stéphane
18 Li, Jinzhu
16 Asmussen, Søren
16 Dębicki, Krzysztof
16 Djurčić, Dragan Ž.
16 Zwart, Bert P.
15 Alsmeyer, Gerold
15 Embrechts, Paul
15 Horváth, Lajos
14 Barbe, Philippe
14 Marynych, Alexander V.
13 Berkes, István
13 Leal de Carvalho Gomes, Maria Ivette
13 Guillou, Armelle
13 Stadtmüller, Ulrich
12 Davis, Richard A.
12 Doney, Ronald Arthur
12 Eliazar, Iddo I.
12 Gao, Qingwu
11 Beirlant, Jan
11 Drees, Holger
11 Geluk, Jaap L.
11 Gnedin, Alexander V.
11 Kevei, Péter
11 Mandjes, Michel Robertus Hendrikus
11 Manojlović, Jelena V.
11 McCormick, William P.
11 Olvera-Cravioto, Mariana
11 Palmowski, Zbigniew
11 Segers, Johan
11 Takaŝi, Kusano
11 Watanabe, Toshiro
10 Caravenna, Francesco
10 Chen, Yiqing
10 de Haan, Laurens
10 Gardes, Laurent
10 Griffin, Philip S.
10 Kočinac, Ljubiša D. R.
10 Neves, Júlio Severino
10 Opic, Bohumír
9 Albin, J. M. P.
9 Aurzada, Frank
9 Bendikov, Alexander D.
9 Chen, Yu
9 Cheng, Dongya
9 Cline, Daren B. H.
9 Fasen, Vicky
9 Giacomin, Giambattista
9 Jelenković, Predrag R.
9 Kortschak, Dominik
9 Mimica, Ante
9 Ng, Kai Wang
9 Wang, Dingcheng
9 Žižović, Mališa R.
8 Asimit, Alexandru V.
8 Das, Bikramjit
8 de Vries, Casper George
8 den Hollander, Frank
8 Foss, Sergey G.
8 Goldie, Charles M.
8 Grzywny, Tomasz
8 Gut, Allan
8 Huang, Shuibo
8 Jaroš, Jaroslav
8 Korolev, Viktor Yur’evich
8 Kulik, Rafał
8 Kusano, Takaŝi
8 Liu, Peng
8 Mao, Tiantian
8 Meerschaert, Mark Marvin
8 Meiners, Matthias
8 Murach, Aleksandr A.
8 Pergamenshchikov, Sergeĭ Markovich
8 Song, Renming
8 Vatutin, Vladimir Alekseevich
8 Wintenberger, Olivier
8 Zhang, Zhijun
8 Zitikis, Ričardas
7 Bai, Shuyang
7 Barndorff-Nielsen, Ole Eiler
7 Cîrstea, Florica-Corina Şt.
...and 2,043 more Authors
all top 5

Cited in 322 Serials

200 Stochastic Processes and their Applications
168 Statistics & Probability Letters
105 Journal of Applied Probability
96 Journal of Mathematical Analysis and Applications
79 Extremes
78 Insurance Mathematics & Economics
76 The Annals of Probability
72 Advances in Applied Probability
71 Journal of Theoretical Probability
70 Probability Theory and Related Fields
68 Bernoulli
63 The Annals of Applied Probability
51 Lithuanian Mathematical Journal
44 Journal of Statistical Planning and Inference
37 Journal of Multivariate Analysis
28 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
26 Transactions of the American Mathematical Society
24 Journal of Statistical Physics
24 Queueing Systems
24 Journal of Mathematical Sciences (New York)
22 The Annals of Statistics
22 Journal of Econometrics
20 Communications in Statistics. Theory and Methods
17 Journal of Functional Analysis
17 Potential Analysis
16 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
15 Annals of the Institute of Statistical Mathematics
15 Journal of Computational and Applied Mathematics
14 Applied Mathematics and Computation
14 Electronic Journal of Probability
14 Electronic Journal of Statistics
13 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
13 Acta Mathematica Hungarica
13 Methodology and Computing in Applied Probability
12 Probability and Mathematical Statistics
12 Journal of the Korean Statistical Society
11 Journal of Difference Equations and Applications
10 Journal of Approximation Theory
10 Proceedings of the American Mathematical Society
10 Topology and its Applications
10 Mathematical Methods of Statistics
10 Comptes Rendus. Mathématique. Académie des Sciences, Paris
10 Science China. Mathematics
9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
9 Electronic Communications in Probability
9 Stochastic Models
9 ASTIN Bulletin
8 Communications in Mathematical Physics
8 Journal d’Analyse Mathématique
8 Ukrainian Mathematical Journal
8 Acta Mathematicae Applicatae Sinica. English Series
8 Aequationes Mathematicae
8 Computational Statistics and Data Analysis
8 Finance and Stochastics
8 Statistical Inference for Stochastic Processes
8 Acta Mathematica Sinica. English Series
8 Scandinavian Actuarial Journal
7 Metrika
7 Theory of Probability and its Applications
7 Ergodic Theory and Dynamical Systems
7 Acta Applicandae Mathematicae
7 Mathematical and Computer Modelling
7 Nonlinear Analysis. Modelling and Control
7 ALEA. Latin American Journal of Probability and Mathematical Statistics
7 Modern Stochastics. Theory and Applications
6 Mathematical Notes
6 Mathematical Proceedings of the Cambridge Philosophical Society
6 Journal of Differential Equations
6 Siberian Mathematical Journal
6 Zeitschrift für Analysis und ihre Anwendungen
6 Journal of Time Series Analysis
6 Abstract and Applied Analysis
6 Econometric Theory
6 Journal of Systems Science and Complexity
6 Journal of Industrial and Management Optimization
6 Dependence Modeling
5 Israel Journal of Mathematics
5 ZAMP. Zeitschrift für angewandte Mathematik und Physik
5 Advances in Applied Mathematics
5 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
5 Journal of Inequalities and Applications
5 Probability in the Engineering and Informational Sciences
5 Stochastics and Dynamics
5 SIAM Journal on Financial Mathematics
5 Ufimskiĭ Matematicheskiĭ Zhurnal
4 Computers & Mathematics with Applications
4 Physica A
4 Scandinavian Journal of Statistics
4 Advances in Mathematics
4 Journal of Number Theory
4 Mathematische Zeitschrift
4 Results in Mathematics
4 Stochastic Analysis and Applications
4 Physica D
4 Random Structures & Algorithms
4 Economics Letters
4 Brazilian Journal of Probability and Statistics
4 Stochastics
4 Probability Surveys
4 Stochastic Systems
...and 222 more Serials
all top 5

Cited in 55 Fields

1,695 Probability theory and stochastic processes (60-XX)
749 Statistics (62-XX)
325 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
116 Real functions (26-XX)
92 Partial differential equations (35-XX)
79 Operations research, mathematical programming (90-XX)
71 Functional analysis (46-XX)
65 Ordinary differential equations (34-XX)
64 Statistical mechanics, structure of matter (82-XX)
58 Dynamical systems and ergodic theory (37-XX)
55 Operator theory (47-XX)
54 Sequences, series, summability (40-XX)
48 Numerical analysis (65-XX)
46 Combinatorics (05-XX)
40 Measure and integration (28-XX)
35 Difference and functional equations (39-XX)
34 Integral transforms, operational calculus (44-XX)
32 Computer science (68-XX)
29 Number theory (11-XX)
23 Harmonic analysis on Euclidean spaces (42-XX)
22 Functions of a complex variable (30-XX)
22 Biology and other natural sciences (92-XX)
18 Linear and multilinear algebra; matrix theory (15-XX)
17 Approximations and expansions (41-XX)
13 Special functions (33-XX)
12 Integral equations (45-XX)
11 Potential theory (31-XX)
11 Systems theory; control (93-XX)
10 General topology (54-XX)
9 Quantum theory (81-XX)
8 Fluid mechanics (76-XX)
7 Information and communication theory, circuits (94-XX)
6 Group theory and generalizations (20-XX)
6 Abstract harmonic analysis (43-XX)
5 History and biography (01-XX)
5 Mathematical logic and foundations (03-XX)
5 Topological groups, Lie groups (22-XX)
5 Global analysis, analysis on manifolds (58-XX)
4 Category theory; homological algebra (18-XX)
4 Geophysics (86-XX)
3 Calculus of variations and optimal control; optimization (49-XX)
3 Convex and discrete geometry (52-XX)
2 Differential geometry (53-XX)
2 Mechanics of deformable solids (74-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Relativity and gravitational theory (83-XX)
1 General and overarching topics; collections (00-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Field theory and polynomials (12-XX)
1 Algebraic geometry (14-XX)
1 Associative rings and algebras (16-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Astronomy and astrophysics (85-XX)

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