Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and PracticeISBN: 978-0-471-35629-5
Hardcover
512 pages
July 2001
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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.
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.
Related Titles
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General Probability & Mathematical Statistics
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