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LARGE-DEVIATION THEOREMS FOR SUMS OF INDEPENDENT AND IDENTICALLY
ZAIHRAIEW O. / DISTRIBUTED RANDOM VECTORS wydawnictwo: WYD UMK , rok wydania 2005, wydanie I cena netto: 30.00 Twoja cena 28,50 zł + 5% vat - dodaj do koszyka Contents
Introduction; Large-deviation theorems for heavy-tailed distributions attracted
by normal law (Regularly varying absolutely continuous distributions * Theorems and
corollaries * Proofs * Regularly varying lattice distributions * Theorems and corollaries
* Proofs); Multivariate cc-stable distributions (Analytical properties of a-stable
distributions * Asymptotic formulas for a-stable densities * Proofs * Large-deviation
theorems for regularly varying absolutely continuous distributions attracted by a-stable
law * Theorems and corollaries * Proofs * Large-deviation theorems for singular directions
* Theorems and corollaries * Auxiliary statements * Proofs); Limit theorems under the
Cramer condition (Gamma-like distributions * Abel-type theorem * Limit laws for conjugate
distributions * Local limit theorems * Proofs * Compactly supported distributions *
Abel-type theorem * Limit laws for conjugate distributions * Local limit theorems *
Remarks and example * Proofs); Appendix A. Regularly varying functions and re
gularly varying distributions; Appendix B. Auxiliary result; Bibliography
192 pages, Paperback
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