Limit distributions for sums of independent random vectors: heavy tails in theory and practice
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Wiley
2001
|
| Series: | Wiley series in probability and statistics : Probability and statistics section
A Wiley-Interscience publication |
| Subjects: | |
| Online Access: | Publisher description Table of Contents Inhaltsverzeichnis |
| Physical Description: | XIII, 484 S. |
| ISBN: | 0471356298 |
Staff View
MARC
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Record in the Search Index
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| adam_text | LIMIT DISTRIBUTIONS FOR SUMS OF INDEPENDENT RANDOM VECTORS HEAVY TAILS
IN THEORY AND PRACTICE MARK M. MEERSCHAERT HANS-PETER SCHEFHER A
WILEY-INTERSCIENCE PUBLICATION JOHN WILEY & SONS, INC. NEW YORK /
CHICHESTER / WEINHEIM / BRISBANE / SINGAPORE / TORONTO CONTENTS PREFACE
IX ACKNOWLEDGMENTS XIII PART I INTRODUCTION 2 RANDOM VECTORS 1.1
PROBABILITY DISTRIBUTIONS 1.2 CONVERGENCE IN DISTRIBUTION 1.3
CHARACTERISTIC FUNCTIONS LINEAR OPERATORS 2.1 OPERATOR NORMS 2.2
EXPONENTIAL OPERATORS AND POWERS 2.3 CONVERGENCE OF TYPES 1 1 8 14 19 19
25 31 3 . INFINITELY DIVISIBLE DISTRIBUTIONS AND TRIANGULAR ARRAYS 31
3.1 INFINITELY DIVISIBLE DISTRIBUTIONS 37 3.2 CONVERGENCE OF TRIANGULAR
ARRAYS 52 3.3 DOMAINS OF ATTRACTION 12 CONTENTS 3.4 APPENDIX: CONTINUOUS
MAPPINGS INTO THE CIRCLE 88 3.5 NOTES AND COMMENTS 91 PART II
MULTIVARIATE REGULAR VARIATION 4 REGULAR VARIATION FOR LINEAR OPERATORS
95 4-1 DEFINITIONS AND BASIC PROPERTIES 95 4-2 UNIFORM CONVERGENCE AND
PATH BEHAVIOR 98 4-3 THE SPECTRAL DECOMPOSITION 113 4-4 NOTES AND
COMMENTS 123 5 REGULAR VARIATION FOR REAL-VALUED FUNCTIONS 125 5.1
REGULARLY VARYING FUNCTIONS 125 5.2 EXPONENTS AND SYMMETRIES 131 5.3
UNIFORM REGULAR VARIATION 142 5.4 NOTES AND COMMENTS 165 6 REGULAR
VARIATION FOR BOREL MEASURES 161 6.1 REGULARLY VARYING MEASURES 161 6.2
R-0 VARYING MEASURES 185 6.3 TRUNCATED MOMENTS AND TAIL MOMENTS 192 6.4
SHARP SPECTRAL BOUNDS 221 6.5 NOTES AND COMMENTS 245 PART III
MULTIVARIATE LIMIT THEOREMS 1 THE LIMIT DISTRIBUTIONS 249 1.1 OPERATOR
SEMISTABLE LAWS 249 1.2 OPERATOR STABLE LAWS 259 1.3 STABLE LAWS 263 1.4
SEMISTABLE LAWS 216 1.5 STRUCTURE THEOREMS 219 1.6 NOTES AND COMMENTS
285 8 CENTRAL LIMIT THEOREMS 289 8.1 NORMAL LIMITS 289 CONTENTS VII 8.2
NONNORMAL LIMITS 303 8.3 GENERAL LIMITS 321 8.3.1 STOCHASTIC COMPACTNESS
335 8.3.2 OPERATOR STABLE LIMITS 338 8.4 NOTES AND COMMENTS 342 RELATED
LIMIT THEOREMS 345 9.1 LARGE DEVIATIONS 345 9.2 LAW OF THE ITERATED
LOGARITHM 351 9.3 CONVERGENCE OF SEMITYPES 361 9.4 NOTES AND COMMENTS
314 PART IV APPLICATIONS 10 APPLICATIONS TO STATISTICS 311 10.1 SAMPLE
MOMENTS 311 10.2 SAMPLE COVARIANCE MATRIX 389 10.3 SELF-NORMALIZED SUMS
400 10.4 TAIL AND MOMENT ESTIMATORS 405 10.5 SYMMETRIC K-TENSORS 416
10.6 TIME SERIES ANALYSIS 4%4 10.1 NOTES AND COMMENTS 451 11
SELF-SIMILAR STOCHASTIC PROCESSES 453 11.1 OPERATOR SELF-SIMILAR
PROCESSES 453 11.2 SCALING LIMITS 458 11.3 NOTES AND COMMENTS 466
REFERENCES 461 INDEX 481
|
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| dewey-full | 519.221 519.2 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
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| indexdate | 2024-07-09T18:51:56Z |
| institution | BVB |
| isbn | 0471356298 |
| language | English |
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| physical | XIII, 484 S. |
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| series2 | Wiley series in probability and statistics : Probability and statistics section A Wiley-Interscience publication |
| spelling | Meerschaert, Mark M. 1955- Verfasser (DE-588)172693497 aut Limit distributions for sums of independent random vectors heavy tails in theory and practice Mark M. Meerschaert ; Hans-Peter Scheffler New York [u.a.] Wiley 2001 XIII, 484 S. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics : Probability and statistics section A Wiley-Interscience publication Centraal limiet theorema gtt Théorème central limite Variables aléatoires Willekeurige variabelen gtt Central limit theorem Random variables Zufallsvektor (DE-588)4191098-9 gnd rswk-swf Zentraler Grenzwertsatz (DE-588)4067618-3 gnd rswk-swf Zentraler Grenzwertsatz (DE-588)4067618-3 s Zufallsvektor (DE-588)4191098-9 s DE-604 Scheffler, Hans-Peter Verfasser aut http://www.loc.gov/catdir/description/wiley036/2001017844.html Publisher description http://www.loc.gov/catdir/toc/onix07/2001017844.html Table of Contents GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009423900&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Meerschaert, Mark M. 1955- Scheffler, Hans-Peter Limit distributions for sums of independent random vectors heavy tails in theory and practice Centraal limiet theorema gtt Théorème central limite Variables aléatoires Willekeurige variabelen gtt Central limit theorem Random variables Zufallsvektor (DE-588)4191098-9 gnd Zentraler Grenzwertsatz (DE-588)4067618-3 gnd |
| subject_GND | (DE-588)4191098-9 (DE-588)4067618-3 |
| title | Limit distributions for sums of independent random vectors heavy tails in theory and practice |
| title_auth | Limit distributions for sums of independent random vectors heavy tails in theory and practice |
| title_exact_search | Limit distributions for sums of independent random vectors heavy tails in theory and practice |
| title_full | Limit distributions for sums of independent random vectors heavy tails in theory and practice Mark M. Meerschaert ; Hans-Peter Scheffler |
| title_fullStr | Limit distributions for sums of independent random vectors heavy tails in theory and practice Mark M. Meerschaert ; Hans-Peter Scheffler |
| title_full_unstemmed | Limit distributions for sums of independent random vectors heavy tails in theory and practice Mark M. Meerschaert ; Hans-Peter Scheffler |
| title_short | Limit distributions for sums of independent random vectors |
| title_sort | limit distributions for sums of independent random vectors heavy tails in theory and practice |
| title_sub | heavy tails in theory and practice |
| topic | Centraal limiet theorema gtt Théorème central limite Variables aléatoires Willekeurige variabelen gtt Central limit theorem Random variables Zufallsvektor (DE-588)4191098-9 gnd Zentraler Grenzwertsatz (DE-588)4067618-3 gnd |
| topic_facet | Centraal limiet theorema Théorème central limite Variables aléatoires Willekeurige variabelen Central limit theorem Random variables Zufallsvektor Zentraler Grenzwertsatz |
| url | http://www.loc.gov/catdir/description/wiley036/2001017844.html http://www.loc.gov/catdir/toc/onix07/2001017844.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009423900&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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