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Convergence rates in the strong law of large numbers for sums of random variables with multidimensional indices
Convergence rates random variables with multidimensional indices
2009/9/23
Convergence rates in the strong law of large numbers for sums of random variables with multidimensional indices。
Probabilities of moderate diviations for randomly indexed sums of random variables with multidimensional indices
Probabilities of moderate diviations random variables with multidimensional indices
2009/9/23
Probabilities of moderate deviations for randomly
indexed sums of independent and identically dmtributed random
variables with multidimensional indices are studied. The results
presented extend som...
A note on the invariance principle of the product of sums of random variables
central limit theorem invariance principle random variables
2009/3/23
The central limit theorem for the product of sums of various random variables has been studied in a variety of settings. The purpose of this note is to show that this kind of result is a corollary of ...
ON THE EXCESS DISTRIBUTION OF SUMS OF RANDOM VARIABLES IN BIVARIATEEV MODELS
univariate extreme value distribution multivariate extreme value distribution sums of random variables excess distribution Pickands dependence function linear portfolio risk measure expected shortfall
2009/2/25
We investigate the limit of the excess distribution of aU+ bV in case of an EVD with arbitrary margins and with arbitrary scale parameters a, b > 0. It turns out that the limiting excess df may have a...