On the Role of Extreme Summands in Sums of Independent Random Variables
From MaRDI portal
Publication:4442934
DOI10.1137/S0040585X97979913zbMath1036.60041OpenAlexW2019521784MaRDI QIDQ4442934
No author found.
Publication date: 21 January 2004
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97979913
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50)
Related Items (4)
On convergence of empirical point processes ⋮ On the role played by extreme summands when a sum of independent and identically distributed random vectors is asymptotically α-stable ⋮ Properties of convex hull generated by inhomogeneous Poisson point process ⋮ On Limit Theorem for the Number of Vertices of the Convex Hulls in a Unit Disk
This page was built for publication: On the Role of Extreme Summands in Sums of Independent Random Variables
