Limit Distributions for Sums of Independent Random Vectors
Heavy Tails in Theory and Practice (Wiley Series in Probability and Statistics)
by Mark M. Meerschaert and Hans-Peter Scheffler
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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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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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Book Details
First Sentence
"In this chapter, we collect some well-known results on random vectors in R, their probability distributions, and their characteristic functions."
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| August 23, 2020 | Edited by ImportBot | import existing book |
| May 10, 2020 | Edited by ImportBot | import existing book |
| June 18, 2019 | Edited by Kaustubh Chakraborty | Added new cover |
| June 18, 2019 | Edited by Kaustubh Chakraborty | Added new book |
| June 18, 2019 | Created by Kaustubh Chakraborty | Added new book. |