Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice by Hans-Peter Scheffler, Mark M. Meerschaert (Hardcover, 2001)
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. 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.
Product Identifiers
Publisher
John Wiley & Sons Inc
ISBN-13
9780471356295
eBay Product ID (ePID)
94953119
Product Key Features
Author
Hans-Peter Scheffler, Mark M. Meerschaert
Publication Name
Limit Distributions for Sums of Independent Random Vectors: Heavy Tails in Theory and Practice
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2001
Type
Textbook
Number of Pages
512 Pages
Dimensions
Item Height
242mm
Item Width
159mm
Item Weight
866g
Additional Product Features
Title_Author
Hans-Peter Scheffler, Mark M. Meerschaert
Series Title
Wiley Series in Probability and Statistics
Country/Region of Manufacture
United States
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