Regular variation and probability: The early years

摘要

It is a pleasure for Bingham of Bingham, Goldie and Teugels to write in appreciation of Teugels of Bingham, Goldie and Teugels, on the occasion of Jef Teugels’ retirement, and also to remind myself of the promise we made each other—all those years ago, in the early 1970s—to write the book that regular variation so obviously required. The theme has continued to attract my interest, Jef's and that of his pupils since. As for the book (BGT below), it continues to be my most cited work, and to find its place in the working library of probabilists.It is a pleasure also to return to the theme of Bingham [5], with the benefit of another 15 years’ worth of hindsight.