Wild fluctuations of random functions with the Pareto distribution

zbMATH Open1299.60009MaRDI QIDQ474102FDOQ474102

Ming Li, Wei Zhao

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Recommendations

• Some limit results for Pareto random variables
• Chaos expansion and asymptotic behavior of the Pareto distribution
• Exact strong laws for functions from the bivariate Pareto distribution
• Aggregation of independent Paretian random variables
• Pareto processes

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

This page was built for publication: Wild fluctuations of random functions with the Pareto distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q474102)