Limit Distributions for Sums of Independent Random Vectors
Heavy Tails in Theory and Practice
by Mark M. Meerschaert and Hans-Peter Scheffler
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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.
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Subjects
Probability theory, Probabilities, Random variables, Limit theorems, Central limit theorem, Stochastic processes, Statistics, Mathematical statistics, Zentraler Grenzwertsatz, Zufallsvektor, RANDOM VARIABLES, Theoreme central limite, Centraal limiet theorema, MULTIVARIATE STATISTICAL ANALYSIS, Willekeurige variabelen, STATISTICAL ANALYSIS, Variables aleatoires, LINEAR OPERATORS, Variables (mathematics)| Edition | Availability |
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Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice
July 11, 2001, John Wiley & Sons
Hardcover
in English
- First Edition
0471356298 9780471356295
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Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice (Wiley Series in Probability and Statistics)
July 11, 2001, Wiley-Interscience
in English
0471356298 9780471356295
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"Introduces the central limit theory of random vectors, an essential theory in probability and statistics, focusing on multivariate models." (SciTech Book News, Vol. 25, No. 3, September 2001)
"...well written with many insightful ideas...many interesting features...the most noteworthy being its coverage of limits. There are not many books at the same level." (Mathematical Reviews, 2002i)
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A comprehensive introduction to the central limit theory-from foundations to current research
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.
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- Created June 18, 2019
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