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· 제목 : Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice (Hardcover) (Heavy Tails in Theory and Practice)
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9780471356295
· 쪽수 : 512쪽
· 출판일 : 2001-07-11
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 확률과 통계 > 일반
· ISBN : 9780471356295
· 쪽수 : 512쪽
· 출판일 : 2001-07-11
목차
Preface.
Acknowledgments.
INTRODUCTION.
Random Vectors.
Linear Operators.
Infinitely Divisible Distributions and Triangular Arrays.
MULTIVARIATE REGULAR VARIATION.
Regular Variations for Linear Operators.
Regular Variation for Real-Valued Functions.
Regular Variation for Borel Measures.
MULTIVARIATE LIMIT THEOREMS.
The Limit Distributions.
Central Limit Theorems.
Related Limit Theorems.
APPLICATIONS.
Applications to Statistics.
Self-Similar Stochastic Processes.
References.
Index.
