{"entities":{"Q2497802":{"pageid":2508545,"ns":120,"title":"Item:Q2497802","lastrevid":49886827,"modified":"2026-01-11T15:48:54Z","type":"item","id":"Q2497802","labels":{"en":{"language":"en","value":"On the regular variation of elliptical random vectors"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5043949"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$EC2F274F-B30E-45E6-BA78-162BF6379BC9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3dad7d892a8095b0755fb0789618ef02d8c18e74","datavalue":{"value":{"text":"On the regular variation of elliptical random vectors","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2497802$FCECA33F-7439-4333-B8A8-E819D2325E3A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"e840b53297a1710932ff2e553b8acb4e29c17678","datavalue":{"value":"1103.60035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$00005A43-40C7-4A52-949E-6CE62EE47D88","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"718038838ca875aaad1f91e3f0c60205ad3fd69a","datavalue":{"value":{"entity-type":"item","numeric-id":226027,"id":"Q226027"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$FFE7A356-10B8-41EE-B2BC-485B1BDA4C8A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$C7E5858D-AA19-4494-986F-8292A915F513","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"fb876cd0509c83d752b9ca15b7a238c782dbf5de","datavalue":{"value":{"time":"+2006-08-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2497802$A6CDC1D1-7916-4A89-9D15-7FEAB3BD11E6","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"bafc1db852d692f19e96058d2c03961f97a322fa","datavalue":{"value":"The author considers the following mathematical context: let \\(S = (S_1, S_2,\\dots, S_d)^{\\text{T}}\\), \\(d\\geq 2\\), be a spherical random vector in \\(\\mathbb R^d\\), and let \\(X = A^{\\text{T}} S\\) be an elliptical vector with \\(A\\in \\mathbb R^{d\\times d}\\) a non-singular matrix (T is the transposition sign). Berman (1992) proved that, if the random radius \\(R_d =(\\sum_{i=1}^d S_i^2)^{1/2}\\) is regularly varying with index \\(\\alpha>0\\), then \\(S\\) and (any of) its components \\(S_i, 1\\leq i\\leq d\\), are regularly varying with index \\(\\alpha\\).   The aim of the present paper is to describe new equivalent conditions for the regular variation of the elliptical random vector \\(X\\). More precisely, the author proves that the regular variation of an (arbitrary) component of \\(X\\) entails a certain asymptotic result on \\(S\\) and its components, and obtains new equivalent conditions for this fact to hold. As a consequence, two improved asymptotic results concerning the sojourn and supremum of Berman processes are derived. The coefficient of upper tail dependence for elliptical random vectors with regularly varying components is briefly discussed.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2497802$A3C4A37B-F6B8-4406-B5EF-EC9E24273D9A","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ddfe26001cac27b44f73ee317c958b41c5d4e225","datavalue":{"value":{"entity-type":"item","numeric-id":585901,"id":"Q585901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$6E3D7BCA-8EB1-48D2-A0DB-CCAE4F9AF2A1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d88ea66d29b5b400c53d2b740493531db9c799d9","datavalue":{"value":"60G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$74C3F0D1-5EA2-4C31-B8B9-7AD9B78A794F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"fe515d7498949de98baa786cc4113a31cd387a74","datavalue":{"value":"60G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$29A804B3-9F56-446E-91D4-6363D0DFA065","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$5D1B15EF-FB8A-44DA-B569-75E970597D72","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"38d82da4fd6b1cab0e48868f40859eccc2977147","datavalue":{"value":"5043949","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$6D78FC87-E46D-46C9-803E-9AD223310149","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"830ec641f1efdd8b3d30cb1fad694dc03d2a751d","datavalue":{"value":"regularly varying vectors","type":"string"},"datatype":"string"},"type":"statement","id":"Q2497802$D461D7CC-A2BE-40F1-810A-E4F9B101539F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93fdbaedeeae45cd08e6965a06edf1366fad05f7","datavalue":{"value":"supremum of Berman process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2497802$1321C4F2-8101-48B2-8AE7-D4A59C412C37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b9adbafe1c4d699017b8c3b39fd5a6250ab249e0","datavalue":{"value":"sojourn limit theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q2497802$2573A2ED-CEA9-47EE-9045-66C5D98FBE05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6aec408b67a8a3dff1acd87352930208f6743716","datavalue":{"value":"asymptotics of supremum","type":"string"},"datatype":"string"},"type":"statement","id":"Q2497802$51D88272-5A1E-4DE4-905D-0A94F4304A95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2200f5b5c52480f50f9fd91ca88ff7abd3d0b4bc","datavalue":{"value":"coefficient of upper tail dependence","type":"string"},"datatype":"string"},"type":"statement","id":"Q2497802$1FA74F5B-3525-4077-8963-3713CF572155","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$D47A6796-123A-4EB3-9707-53807D7012AC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7ec34fb0d1b7ae7ace1889b25d307db4a1ae556b","datavalue":{"value":"https://doi.org/10.1016/j.spl.2006.02.014","type":"string"},"datatype":"url"},"type":"statement","id":"Q2497802$E10D54FE-7CB0-4B3C-BDC7-41D9046F7483","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0f4914b22100a073dc4757c7c2563ef643eba45c","datavalue":{"value":"W2071398403","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$D75B4DC5-337B-4CE4-8CED-2A15A69CAF9D","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a424e515447115f2beeb118fbcbf8fec62f4c06c","datavalue":{"value":{"entity-type":"item","numeric-id":4028188,"id":"Q4028188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$213F3193-0352-41AB-9855-6EBB1F710CFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f01ab4c2dfa2b99ac9b99fbfc130e2d2db83c93","datavalue":{"value":{"entity-type":"item","numeric-id":1872386,"id":"Q1872386"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$47F2357B-1C34-404A-830C-27EB18CEA469","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"758fcc134dcaf7f4dad1c302de5b0db1f3ba5fea","datavalue":{"value":{"entity-type":"item","numeric-id":4023200,"id":"Q4023200"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$A3BADB97-8C69-4008-B334-C813845514BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f0317c7381a3f4c4798418ba863e7f9592bb2111","datavalue":{"value":{"entity-type":"item","numeric-id":5525727,"id":"Q5525727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$400D9C55-53EB-4C4C-B7FC-5F343B4908EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"430c11323fc652bef246c333f3563f188a4261c9","datavalue":{"value":{"entity-type":"item","numeric-id":4726487,"id":"Q4726487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$B4BD1CEC-88B9-43E2-AF79-F5036979E4B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e73d2ca1ed83d281661ec3d2fff549afbbd14254","datavalue":{"value":{"entity-type":"item","numeric-id":1157073,"id":"Q1157073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$743A95A7-BE30-4463-844A-0E15CF648725","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a82114f0d08b6776b3994e3f227b5b28ace3e9d6","datavalue":{"value":{"entity-type":"item","numeric-id":5633348,"id":"Q5633348"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$4F6CC5BC-70DE-4874-B561-2ABFB200E7D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56aa7fc24e5dc839363a76bb5cbe59344162f97d","datavalue":{"value":{"entity-type":"item","numeric-id":4827954,"id":"Q4827954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$5A3D7364-9EF4-4F3A-8498-4DB7BEF4E3BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"514f56cf009bb621bdff3bbaedfb7a5b73ba7a38","datavalue":{"value":{"entity-type":"item","numeric-id":3996150,"id":"Q3996150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$D1F3363B-9EB9-4BB2-ABE1-6452EB78C834","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e2ddd3094d648a8976f0c885c7c405fadc978953","datavalue":{"value":{"entity-type":"item","numeric-id":3762535,"id":"Q3762535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$29391387-0E1A-436A-883B-55E4B4447D04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8cbc531da14378e7fc70707601e1dc1d50736e4","datavalue":{"value":{"entity-type":"item","numeric-id":2455465,"id":"Q2455465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$84A7105C-D194-4A9F-AF15-591000C1B3F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0279eaf3c5276a8119fdcbab86815bb4a3e341a4","datavalue":{"value":{"entity-type":"item","numeric-id":882854,"id":"Q882854"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$1E967C41-B2D1-4736-82C9-074076561311","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2412b38b06cbbcb2a68eb0efd5552e658e4f509e","datavalue":{"value":{"entity-type":"item","numeric-id":4804609,"id":"Q4804609"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$7F97E961-A72C-4FB2-AB72-47CE2D60EBB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f73fba1912eb8bf462063ad248c112308d6481f7","datavalue":{"value":{"entity-type":"item","numeric-id":1340285,"id":"Q1340285"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$9F4BF977-63C4-4CC8-ADE8-EF71D9E7091F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"480b66dce6107bfd6b0ee40037a3ea417a5b2f1c","datavalue":{"value":{"entity-type":"item","numeric-id":4955637,"id":"Q4955637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$D7F5F049-E93E-484A-A873-273E0535418A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14f878ef1a6e02bc6c9148144678bffa4f785e7f","datavalue":{"value":{"entity-type":"item","numeric-id":5953866,"id":"Q5953866"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$C9BB57E0-D338-4140-8934-939710DF3083","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5f9c3bb5804823790b6b13bc3f4cfbb2098aa6a","datavalue":{"value":{"entity-type":"item","numeric-id":5313467,"id":"Q5313467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$BBF75944-495C-49AA-8179-CC060C42AD8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6dfc20ae9bd0ea625221c1a7ed4d4f5a3d2ddb2e","datavalue":{"value":{"entity-type":"item","numeric-id":3771297,"id":"Q3771297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$00C77C62-48F9-43A7-BC38-DB21710111F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c769f87c6b8f2aea396f09e8b6c992ca658d9863","datavalue":{"value":{"entity-type":"item","numeric-id":1397061,"id":"Q1397061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2497802$249DFEC7-0253-4482-B5AC-BF6C46E14385","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a7398ab51d684074c1b4d9e28d0d6f6f07517a64","datavalue":{"value":"10.1016/J.SPL.2006.02.014","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2497802$2AD019FA-7B88-42FB-A859-B1F725D9EA65","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"04e9bf368ef0bf3b6853a5e1f2a6ee573d2f2707","datavalue":{"value":{"entity-type":"item","numeric-id":882854,"id":"Q882854"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6718724420e00889f9c1b24882e1d6970057a429","datavalue":{"value":{"amount":"+0.8082055449485779","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2497802$A67D2BC5-7FAC-45ED-AB0A-362A43B83AA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8df06deb531dc516a61b28ed40a49e73aa9a5909","datavalue":{"value":{"entity-type":"item","numeric-id":2267591,"id":"Q2267591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c07de01337549efc6ca7ce4995ad3a3c373e2c3f","datavalue":{"value":{"amount":"+0.8011289238929749","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2497802$6CD6ADD5-3EAF-437F-9F9F-615D88FF10FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e9f1af65f171ab7e95e8b13420ed87ad18aaceed","datavalue":{"value":{"entity-type":"item","numeric-id":5446502,"id":"Q5446502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4282263d883fb206f8730639c87d67a276a7b848","datavalue":{"value":{"amount":"+0.7995417714118958","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2497802$3709B774-D399-4ED1-94A2-D8862DD6A29F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"996f0105706ca28e120ee02fdced2af058b0b581","datavalue":{"value":{"entity-type":"item","numeric-id":864269,"id":"Q864269"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"db63f38165eeb08061333d86f0d7abad1092b407","datavalue":{"value":{"amount":"+0.7913022041320801","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2497802$FFCE8EE3-24FB-49B7-9066-C1B2941ED437","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"464ccdbc7a20f1d7273f7b6849f971518f3f0ce7","datavalue":{"value":{"entity-type":"item","numeric-id":938049,"id":"Q938049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"32ed8284a7b09fba290dd1d37d3c5087af038822","datavalue":{"value":{"amount":"+0.790758490562439","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2497802$9D805564-FCDB-476D-BBEC-73ED9473A894","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2497802","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2497802"}}}}}