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

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Barbe, Philippe
Otros Autores: McCormick, William P.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, R.I. : American Mathematical Society, ©2009.
Colección:Memoirs of the American Mathematical Society ; no. 922.
Temas:
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
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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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