Posts Tagged ‘ sum ’

MAT8886 Extremes and sums (of i.i.d. random variables)

January 20, 2012
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MAT8886 Extremes and sums (of i.i.d. random variables)

Yesterday, we have discussed briefly sums and maximas of i.i.d. random variables using the concept of subexponential distributions. Today, we will introduce the concept of regular variation: a positive function is said to be regularly varying (at i...

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