Limit Distributions for Sums of Independent Random Vectors : Heavy Tails in Theory and Practice
Language: English
Published by Wiley Jul 2001, 2001
- Hardcover
- New
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Neuware - Die Quintessenz aus über 100 Originalarbeiten! Ausgehend von den Grundpfeilern der modernen Wahrscheinlichkeitstheorie entwickeln die Autoren dieses in sich geschlossenen, gut verständlich formulierten Bandes die Theorie der unendlich teilbaren Verteilungen und der regulären Variation. Im Anschluss erarbeiten sie die allgemeine Grenzwerttheorie für unabhängige Zufallsvektoren. Dabei achten sie sorgfältig darauf, alle Aspekte in den Kontext der Wahrscheinlichkeitslehre und Statistik zu stellen und bieten dafür eine Fülle von Zusatzinformationen an.
Seller Inventory # 9780471356295
- Title
- Limit Distributions for Sums of Independent Random Vectors : Heavy Tails in Theory and Practice
- Author
- Hans-Peter Scheffler
- Publisher
- Wiley Jul 2001
- Publication year
- 2001
- Condition
- Neu
- Binding
- Buch
- Language
- English
- ISBN 10
- 0471356298
- ISBN 13
- 9780471356295
- Item weight
- 905 grams
- Dimensions
- 248x160x29 mm
This volume provides an introduction to the central limit theory of random vectors, which lies at the heart of probability and statistics. The authors develop the central limit theory in detail, starting with the basic constructions of modern probability theory, then developing the fundamental tools of infinitely divisible distributions and regular variation. They provide a number of extensions and applications to probability and statistics, and take the reader through the fundamentals to the current level of research.
In synthesizing results from nearly 200 research papers and presenting them in a self-contained form, authors Meerschaert and Scheffler have produced an accessible reference that treats the central limit theory honestly and focuses on multivariate models. For researchers, it provides an efficient and logical path through a large collection of results with many possible applications to real-world phenomena. Limit Distributions for Sums of Independent Random Vectors includes a coherent introduction to limit distributions and these other features:
* A self-contained introduction to the multivariate problem
* Multivariate regular variation for linear operators, real-valued functions, and Borel Measures
* Multivariate limit theorems: limit distributions, central limit theorems, and related limit theorems
* Real-world applications
Limit Distributions for Sums of Independent Random Vectors is a comprehensive reference that provides an up-to-date survey of the state of the art in this important research area.
"Synopsis" may belong to another edition of this title.
About the Author
HANS-PETER SCHEFFLER, PhD, is Associate Professor of Mathematics at the University of Dortmund, Germany.
"About the title" may belong to another edition of this title.
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