Edit Profile (opens in new tab) Goldie, Charles M. Compute Distance To: Compute Author ID: goldie.charles-m Published as: Goldie, Charles M.; Goldie, C. M.; Goldie, C. more...less Documents Indexed: 46 Publications since 1967, including 3 Books 1 Contribution as Editor Co-Authors: 23 Co-Authors with 41 Joint Publications 746 Co-Co-Authors all top 5 Co-Authors 6 single-authored 10 Bingham, Nicholas Hugh 5 Resnick, Sidney Ira 4 Embrechts, Paul 3 Greenwood, Priscilla E. 3 Maller, Ross Arthur 2 Grübel, Rudolf 2 Smith, Richard L. 2 Teugels, Jozef L. 1 Bunge, John 1 Cornish, R. 1 Daley, Daryl John 1 Goudie, I. B. J. 1 Klüppelberg, Claudia 1 Morrow, Gregory J. 1 Omey, Edward 1 Pinch, Richard G. E. 1 Pitman, Jim William 1 Puri, Prem S. 1 Robinson, C. L. 1 Rogers, L. C. G. 1 Seneta, Eugene 1 Trustrum, G. B. 1 Veraverbeke, Noël all top 5 Serials 5 The Annals of Probability 4 Advances in Applied Probability 3 Journal of Applied Probability 3 Proceedings of the London Mathematical Society. Third Series 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Communications in Statistics. Stochastic Models 2 Journal of the Australian Mathematical Society. Series A 2 Stochastic Processes and their Applications 2 Encyclopedia of Mathematics and Its Applications 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Biometrika 1 Journal of the London Mathematical Society. Second Series 1 Mathematische Zeitschrift 1 Publications de l’Institut Mathématique. Nouvelle Série 1 The Quarterly Journal of Mathematics. Oxford Second Series 1 Statistica Neerlandica 1 Transactions of the American Mathematical Society 1 Analysis 1 Statistics & Probability Letters 1 The Annals of Applied Probability 1 Stochastics 1 Proceedings of the Cambridge Philosophical Society 1 London Mathematical Society Lecture Note Series 1 London Mathematical Society Student Texts all top 5 Fields 34 Probability theory and stochastic processes (60-XX) 8 Real functions (26-XX) 7 Statistics (62-XX) 4 Sequences, series, summability (40-XX) 2 History and biography (01-XX) 2 Number theory (11-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Functions of a complex variable (30-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 41 Publications have been cited 3,233 times in 2,759 Documents Cited by ▼ Year ▼ Regular variation. Zbl 0617.26001Bingham, N. H.; Goldie, C. M.; Teugels, Jozef L. 1,555 1987 Regular variation. Paperback ed. Zbl 0667.26003Bingham, N. H.; Goldie, C. M.; Teugels, J. L. 540 1989 Implicit renewal theory and tails of solutions of random equations. Zbl 0724.60076Goldie, Charles M. 218 1991 Subexponentiality and infinite divisibility. Zbl 0397.60024Embrechts, Paul; Goldie, Charles M.; Veraverbeke, Noel 152 1979 On closure and factorization properties of subexponential and related distributions. Zbl 0425.60011Embrechts, Paul; Goldie, Charles M. 122 1980 On convolution tails. Zbl 0487.60016Embrechts, Paul; Goldie, Charles M. 102 1982 Stability of perpetuities. Zbl 1023.60037Goldie, Charles M.; Maller, Ross A. 63 2000 Slow variation with remainder: Theory and applications. Zbl 0611.26001Goldie, Charles M.; Smith, Richard L. 52 1987 Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003Goldie, Charles M. 46 1977 Perpetuities with thin tails. Zbl 0862.60046Goldie, Charles M.; Grübel, Rudolf 42 1996 Subexponential distributions. Zbl 0923.62021Goldie, Charles M.; Klüppelberg, Claudia 39 1998 A class of infinitely divisible random variables. Zbl 0189.51701Goldie, C. 30 1967 Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028Goldie, Charles M.; Resnick, Sidney 27 1988 Subexponential distributions and dominated-variation tails. Zbl 0378.60009Goldie, Charles M. 25 1978 On one-sided Tauberian conditions. Zbl 0497.40003Bingham, N. H.; Goldie, C. M. 18 1983 Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes. Zbl 0604.60032Goldie, Charles M.; Greenwood, Priscilla E. 17 1986 Extensions of regular variation. II: Representations and indices. Zbl 0486.26002Bingham, N. H.; Goldie, Charles M. 15 1982 Records in a partially ordered set. Zbl 0678.60001Goldie, Charles M.; Resnick, Sidney 15 1989 Extensions of regular variation. I: Uniformity and quantifiers. Zbl 0486.26001Bingham, N. H.; Goldie, Charles M. 14 1982 Many multivariate records. Zbl 0839.60047Goldie, Charles M.; Resnick, Sidney I. 14 1995 Riesz means and self-neglecting functions. Zbl 0631.60038Bingham, Nicholas H.; Goldie, Charles M. 14 1988 Poisson mixtures and quasi-infinite divisibility of distributions. Zbl 0396.60022Puri, Prem S.; Goldie, Charles M. 12 1979 Initial size estimation for the linear pure death process. Zbl 0466.62077Goudie, I. B. J.; Goldie, Charles M. 12 1981 Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure. Zbl 0459.60017Embrechts, Paul; Goldie, Charles M. 12 1981 Record sequences and their applications. Zbl 1086.62502Bunge, John; Goldie, Charles M. 10 2001 Records, permutations and greatest convex minorants. Zbl 0671.05001Goldie, Charles M. 8 1989 The k-record processes are i.i.d. Zbl 0535.60037Goldie, Charles M.; Rogers, L. C. G. 8 1984 The moment index of minima. II. Zbl 1095.62017Daley, D. J.; Goldie, Charles M. 6 2006 Probabilistic and deterministic averaging. Zbl 0477.60032Bingham, N. H.; Goldie, Charles M. 6 1982 Communication theory. Zbl 0746.94001Goldie, Charles M.; Pinch, Richard G. E. 6 1991 Regularly varying probability densities. Zbl 1164.26302Bingham, N. H.; Goldie, Charles M.; Omey, Edward 5 2006 Characterisations of set-indexed Brownian motion and associated conditions for finite-dimensional convergence. Zbl 0603.60017Goldie, Charles M.; Greenwood, Priscilla E. 5 1986 Subexponential distribution tails and point processes. Zbl 0651.60061Goldie, Charles M.; Resnick, Sidney 4 1988 Generalized densities of order statistics. Zbl 0929.62009Goldie, Charles M.; Maller, Ross A. 4 1999 Ordered independent scattering. Zbl 0873.60037Goldie, Charles M.; Resnick, Sidney 3 1996 A point-process approach to almost-sure behaviour of record values and order statistics. Zbl 0867.60028Goldie, Charles M.; Maller, Ross A. 3 1996 On the denominators in Sylvester’s series. Zbl 0587.10028Goldie, Charles M.; Smith, Richard L. 3 1987 Central limit results for random fields. Zbl 0677.60027Goldie, C. M.; Greenwood, P. E. 2 1987 Central limit questions for random fields. Zbl 0605.60029Goldie, Charles M.; Morrow, Gregory J. 2 1986 Lanchester square-law battles: Transient and terminal distributions. Zbl 0373.60092Goldie, Charles M. 1 1977 On domains of partial attraction. Zbl 0499.60021Goldie, C. M.; Seneta, E. 1 1982 The moment index of minima. II. Zbl 1095.62017Daley, D. J.; Goldie, Charles M. 6 2006 Regularly varying probability densities. Zbl 1164.26302Bingham, N. H.; Goldie, Charles M.; Omey, Edward 5 2006 Record sequences and their applications. Zbl 1086.62502Bunge, John; Goldie, Charles M. 10 2001 Stability of perpetuities. Zbl 1023.60037Goldie, Charles M.; Maller, Ross A. 63 2000 Generalized densities of order statistics. Zbl 0929.62009Goldie, Charles M.; Maller, Ross A. 4 1999 Subexponential distributions. Zbl 0923.62021Goldie, Charles M.; Klüppelberg, Claudia 39 1998 Perpetuities with thin tails. Zbl 0862.60046Goldie, Charles M.; Grübel, Rudolf 42 1996 Ordered independent scattering. Zbl 0873.60037Goldie, Charles M.; Resnick, Sidney 3 1996 A point-process approach to almost-sure behaviour of record values and order statistics. Zbl 0867.60028Goldie, Charles M.; Maller, Ross A. 3 1996 Many multivariate records. Zbl 0839.60047Goldie, Charles M.; Resnick, Sidney I. 14 1995 Implicit renewal theory and tails of solutions of random equations. Zbl 0724.60076Goldie, Charles M. 218 1991 Communication theory. Zbl 0746.94001Goldie, Charles M.; Pinch, Richard G. E. 6 1991 Regular variation. Paperback ed. Zbl 0667.26003Bingham, N. H.; Goldie, C. M.; Teugels, J. L. 540 1989 Records in a partially ordered set. Zbl 0678.60001Goldie, Charles M.; Resnick, Sidney 15 1989 Records, permutations and greatest convex minorants. Zbl 0671.05001Goldie, Charles M. 8 1989 Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution. Zbl 0659.60028Goldie, Charles M.; Resnick, Sidney 27 1988 Riesz means and self-neglecting functions. Zbl 0631.60038Bingham, Nicholas H.; Goldie, Charles M. 14 1988 Subexponential distribution tails and point processes. Zbl 0651.60061Goldie, Charles M.; Resnick, Sidney 4 1988 Regular variation. Zbl 0617.26001Bingham, N. H.; Goldie, C. M.; Teugels, Jozef L. 1,555 1987 Slow variation with remainder: Theory and applications. Zbl 0611.26001Goldie, Charles M.; Smith, Richard L. 52 1987 On the denominators in Sylvester’s series. Zbl 0587.10028Goldie, Charles M.; Smith, Richard L. 3 1987 Central limit results for random fields. Zbl 0677.60027Goldie, C. M.; Greenwood, P. E. 2 1987 Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes. Zbl 0604.60032Goldie, Charles M.; Greenwood, Priscilla E. 17 1986 Characterisations of set-indexed Brownian motion and associated conditions for finite-dimensional convergence. Zbl 0603.60017Goldie, Charles M.; Greenwood, Priscilla E. 5 1986 Central limit questions for random fields. Zbl 0605.60029Goldie, Charles M.; Morrow, Gregory J. 2 1986 The k-record processes are i.i.d. Zbl 0535.60037Goldie, Charles M.; Rogers, L. C. G. 8 1984 On one-sided Tauberian conditions. Zbl 0497.40003Bingham, N. H.; Goldie, C. M. 18 1983 On convolution tails. Zbl 0487.60016Embrechts, Paul; Goldie, Charles M. 102 1982 Extensions of regular variation. II: Representations and indices. Zbl 0486.26002Bingham, N. H.; Goldie, Charles M. 15 1982 Extensions of regular variation. I: Uniformity and quantifiers. Zbl 0486.26001Bingham, N. H.; Goldie, Charles M. 14 1982 Probabilistic and deterministic averaging. Zbl 0477.60032Bingham, N. H.; Goldie, Charles M. 6 1982 On domains of partial attraction. Zbl 0499.60021Goldie, C. M.; Seneta, E. 1 1982 Initial size estimation for the linear pure death process. Zbl 0466.62077Goudie, I. B. J.; Goldie, Charles M. 12 1981 Comparing the tail of an infinitely divisible distribution with integrals of its Levy measure. Zbl 0459.60017Embrechts, Paul; Goldie, Charles M. 12 1981 On closure and factorization properties of subexponential and related distributions. Zbl 0425.60011Embrechts, Paul; Goldie, Charles M. 122 1980 Subexponentiality and infinite divisibility. Zbl 0397.60024Embrechts, Paul; Goldie, Charles M.; Veraverbeke, Noel 152 1979 Poisson mixtures and quasi-infinite divisibility of distributions. Zbl 0396.60022Puri, Prem S.; Goldie, Charles M. 12 1979 Subexponential distributions and dominated-variation tails. Zbl 0378.60009Goldie, Charles M. 25 1978 Convergence theorems for empirical Lorenz curves and their inverses. Zbl 0383.60003Goldie, Charles M. 46 1977 Lanchester square-law battles: Transient and terminal distributions. Zbl 0373.60092Goldie, Charles M. 1 1977 A class of infinitely divisible random variables. Zbl 0189.51701Goldie, C. 30 1967 all cited Publications top 5 cited Publications all top 5 Cited by 2,467 Authors 42 Mikosch, Thomas 40 Bingham, Nicholas Hugh 40 Tang, Qihe 39 Resnick, Sidney Ira 37 Wang, Yuebao 37 Yang, Yang 34 Iksanov, Aleksander M. 32 Samorodnitsky, Gennady Pinkhosovich 31 Šiaulys, Jonas 30 Ostaszewski, Adam J. 29 Klüppelberg, Claudia 27 Buraczewski, Dariusz 25 Maller, Ross Arthur 24 Pakes, Anthony G. 23 Taqqu, Murad S. 22 Wang, Kaiyong 21 Leipus, Remigijus 21 Omey, Edward 20 Damek, Ewa 20 Girard, Stéphane 20 Li, Jinzhu 19 Djurčić, Dragan Ž. 19 Hashorva, Enkelejd 18 Marynych, Alexander V. 17 Alsmeyer, Gerold 16 Asmussen, Søren 16 Dębicki, Krzysztof 16 Doney, Ronald Arthur 16 Embrechts, Paul 16 Gao, Qingwu 16 Horváth, Lajos 16 Zwart, Bert P. 15 Leal de Carvalho Gomes, Maria Ivette 15 Kevei, Péter 14 Barbe, Philippe 14 Drees, Holger 14 Eliazar, Iddo I. 14 Guillou, Armelle 14 Manojlović, Jelena V. 14 Palmowski, Zbigniew 14 Stadtmüller, Ulrich 14 Wang, Dingcheng 14 Watanabe, Toshiro 13 Beirlant, Jan 13 Berkes, István 13 Olvera-Cravioto, Mariana 12 Davis, Richard A. 12 Gnedin, Alexander V. 12 Mandjes, Michel Robertus Hendrikus 12 Segers, Johan 12 Takaŝi, Kusano 11 Chen, Yiqing 11 Cheng, Dongya 11 Cygan, Wojciech 11 Das, Bikramjit 11 Geluk, Jaap L. 11 Griffin, Philip S. 11 Kočinac, Ljubiša D. R. 11 McCormick, William P. 10 Caravenna, Francesco 10 de Haan, Laurens 10 den Hollander, Frank 10 Gardes, Laurent 10 Konstantinides, Dimitrios G. 10 Neves, Júlio Severino 10 Olenko, Andriy Yakovych 10 Opic, Bohumír 10 Patie, Pierre 10 Terhesiu, Dalia 10 Žižović, Mališa R. 9 Albin, J. M. P. 9 Aurzada, Frank 9 Basrak, Bojan 9 Bendikov, Alexander D. 9 Chen, Yu 9 Cline, Daren B. H. 9 Dyszewski, Piotr 9 Fasen, Vicky 9 Foss, Sergey G. 9 Giacomin, Giambattista 9 Jelenković, Predrag R. 9 Korshunov, Dmitry Alekseevich 9 Kortschak, Dominik 9 Meiners, Matthias 9 Mimica, Ante 9 Ng, Kai Wang 9 Teugels, Jozef L. 9 Wintenberger, Olivier 8 Asimit, Alexandru V. 8 Bai, Shuyang 8 Cadena, Meitner 8 de Vries, Casper George 8 Fu, Ke’ang 8 Goldie, Charles M. 8 Grzywny, Tomasz 8 Gut, Allan 8 Huang, Shuibo 8 Jaroš, Jaroslav 8 Kabluchko, Zakhar A. 8 Korolev, Viktor Yur’evich ...and 2,367 more Authors all top 5 Cited in 349 Serials 218 Stochastic Processes and their Applications 174 Statistics & Probability Letters 111 Journal of Applied Probability 106 Journal of Mathematical Analysis and Applications 86 Extremes 82 Insurance Mathematics & Economics 80 Advances in Applied Probability 79 The Annals of Probability 79 Journal of Theoretical Probability 72 Probability Theory and Related Fields 72 Bernoulli 69 The Annals of Applied Probability 55 Lithuanian Mathematical Journal 48 Journal of Statistical Planning and Inference 46 Communications in Statistics. Theory and Methods 39 Journal of Multivariate Analysis 33 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 32 Electronic Journal of Probability 28 Journal of Statistical Physics 28 Transactions of the American Mathematical Society 26 Journal of Mathematical Sciences (New York) 25 Journal of Econometrics 25 Queueing Systems 24 The Annals of Statistics 18 Applied Mathematics and Computation 18 Journal of Functional Analysis 18 Potential Analysis 18 Electronic Journal of Statistics 17 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 16 ALEA. Latin American Journal of Probability and Mathematical Statistics 15 Annals of the Institute of Statistical Mathematics 15 Journal of Computational and Applied Mathematics 15 Stochastics 14 Acta Mathematica Hungarica 14 Methodology and Computing in Applied Probability 13 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 13 Probability and Mathematical Statistics 13 Stochastic Models 12 Journal of the Korean Statistical Society 11 Theory of Probability and its Applications 11 Journal of Approximation Theory 11 Proceedings of the American Mathematical Society 11 Journal of Difference Equations and Applications 11 Electronic Communications in Probability 11 Comptes Rendus. Mathématique. Académie des Sciences, Paris 10 Ukrainian Mathematical Journal 10 Journal of Differential Equations 10 Topology and its Applications 10 Mathematical Methods of Statistics 10 Nonlinear Analysis. Modelling and Control 10 ASTIN Bulletin 10 Science China. Mathematics 9 Communications in Mathematical Physics 9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 9 Ergodic Theory and Dynamical Systems 9 Finance and Stochastics 9 Journal of Inequalities and Applications 9 Acta Mathematica Sinica. English Series 9 Econometric Theory 9 Scandinavian Actuarial Journal 9 Modern Stochastics. Theory and Applications 8 Journal d’Analyse Mathématique 8 Physica A 8 Acta Mathematicae Applicatae Sinica. English Series 8 Aequationes Mathematicae 8 Computational Statistics and Data Analysis 8 Statistical Inference for Stochastic Processes 7 Mathematical Proceedings of the Cambridge Philosophical Society 7 Metrika 7 Siberian Mathematical Journal 7 Acta Applicandae Mathematicae 7 Mathematical and Computer Modelling 7 Probability in the Engineering and Informational Sciences 7 Journal of Industrial and Management Optimization 6 Mathematical Notes 6 Advances in Mathematics 6 Zeitschrift für Analysis und ihre Anwendungen 6 Journal of Time Series Analysis 6 Abstract and Applied Analysis 6 Journal of Systems Science and Complexity 6 Stochastics and Dynamics 6 Dependence Modeling 5 Israel Journal of Mathematics 5 ZAMP. Zeitschrift für angewandte Mathematik und Physik 5 Journal of Number Theory 5 Publications de l’Institut Mathématique. Nouvelle Série 5 Results in Mathematics 5 Advances in Applied Mathematics 5 Physica D 5 Statistics 5 Applied Mathematics Letters 5 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 5 Theory of Probability and Mathematical Statistics 5 Brazilian Journal of Probability and Statistics 5 Quantitative Finance 5 SIAM Journal on Financial Mathematics 5 Probability Surveys 5 Ufimskiĭ Matematicheskiĭ Zhurnal 4 Computers & Mathematics with Applications 4 Periodica Mathematica Hungarica ...and 249 more Serials all top 5 Cited in 56 Fields 1,936 Probability theory and stochastic processes (60-XX) 846 Statistics (62-XX) 375 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 134 Real functions (26-XX) 116 Partial differential equations (35-XX) 83 Functional analysis (46-XX) 83 Operations research, mathematical programming (90-XX) 80 Statistical mechanics, structure of matter (82-XX) 75 Ordinary differential equations (34-XX) 65 Dynamical systems and ergodic theory (37-XX) 64 Combinatorics (05-XX) 63 Operator theory (47-XX) 60 Sequences, series, summability (40-XX) 53 Numerical analysis (65-XX) 44 Measure and integration (28-XX) 37 Number theory (11-XX) 36 Difference and functional equations (39-XX) 35 Computer science (68-XX) 33 Integral transforms, operational calculus (44-XX) 31 Functions of a complex variable (30-XX) 31 Biology and other natural sciences (92-XX) 30 Harmonic analysis on Euclidean spaces (42-XX) 23 Approximations and expansions (41-XX) 18 Linear and multilinear algebra; matrix theory (15-XX) 16 Special functions (33-XX) 16 Integral equations (45-XX) 13 Potential theory (31-XX) 11 Quantum theory (81-XX) 11 Systems theory; control (93-XX) 10 General topology (54-XX) 9 Fluid mechanics (76-XX) 8 Group theory and generalizations (20-XX) 8 Information and communication theory, circuits (94-XX) 6 History and biography (01-XX) 6 Mathematical logic and foundations (03-XX) 6 Abstract harmonic analysis (43-XX) 5 Topological groups, Lie groups (22-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Category theory; homological algebra (18-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Geophysics (86-XX) 3 Convex and discrete geometry (52-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 Differential geometry (53-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year