Chaos expansion and asymptotic behavior of the Pareto distribution (Q2453995)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaos expansion and asymptotic behavior of the Pareto distribution |
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Statements
Chaos expansion and asymptotic behavior of the Pareto distribution (English)
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12 June 2014
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multiple stochastic integrals
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Malliavin calculus
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Pareto distribution
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Stein method
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convergence in law
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