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

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Barbe, Philippe
Autres auteurs: McCormick, William P.
Format: Électronique eBook
Langue:Inglés
Publié: Providence, R.I. : American Mathematical Society, ©2009.
Collection:Memoirs of the American Mathematical Society ; no. 922.
Sujets:
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
Accès en ligne:Texto completo
Table des matières:
  • 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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