Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications /

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Barbe, Philippe
Other Authors: McCormick, William P.
Format: Electronic eBook
Language:Inglés
Published: Providence, R.I. : American Mathematical Society, ©2009.
Series:Memoirs of the American Mathematical Society ; no. 922.
Subjects:
Distribution (Probability theory) > Mathematical models.
Asymptotic expansions.
Stochastic processes.
Distribution (Théorie des probabilités) > Modèles mathématiques.
Développements asymptotiques.
Processus stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Asymptotic expansions
Distribution (Probability theory) > Mathematical models
Stochastic processes
Online Access:Texto completo
Table of Contents:
  • 1. Introduction 2. Main result 3. Implementing the expansion 4. Applications 5. Preparing the proof 6. Proof in the positive case 7. Removing the sign restriction on the random variables 8. Removing the sign restriction on the constants 9. Removing the smoothness restriction Appendix. Maple code.

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