Limit Distributions for Sums of Independent Random Vectors
Subtitle: Heavy Tails in Theory and Practice
Edition: First Edition
Series: Wiley Series in Probability and Mathematical Statistics
Publisher: John Wiley & Sons
Published: July 11, 2001
Place of publication: New York, USA
Language: eng
Format: Hardcover
Number of pages: 512
ISBN-13: 9780471356295
Copyright date: © 2001
Description: In synthesizing results from nearly 200 research papers and presenting them in a self-contained form, authors Meerschaert and Scheffler have produced an accessible reference that treats the central limit theory honestly and focuses on multivariate models. For researchers, it provides an efficient and logical path through a large collection of results with many possible applications to real-world phenomena. Limit Distributions for Sums of Independent Random Vectors includes a coherent introduction to limit distributions and these other features:
* A self-contained introduction to the multivariate problem
* Multivariate regular variation for linear operators, real-valued functions, and Borel Measures
* Multivariate limit theorems: limit distributions, central limit theorems, and related limit theorems
* Real-world applications

Limit Distributions for Sums of Independent Random Vectors is a comprehensive reference that provides an up-to-date survey of the state of the art in this important research area.
Notes: "Introduces the central limit theory of random vectors, an essential theory in probability and statistics, focusing on multivariate models." (SciTech Book News, Vol. 25, No. 3, September 2001)
"...well written with many insightful ideas...many interesting features...the most noteworthy being its coverage of limits. There are not many books at the same level." (Mathematical Reviews, 2002i)
Table of contents: title: -Preface; title: -Acknowledgments; title: -INTRODUCTION.; title: -Random Vectors.; title: -Linear Operators.; title: -Infinitely Divisible Distributions and Triangular Arrays.; title: -MULTIVARIATE REGULAR VARIATION.; title: -Regular Variations for Linear Operators.; title: -Regular Variation for Real-Valued Functions.; title: -Regular Variation for Borel Measures.; title: -MULTIVARIATE LIMIT THEOREMS.; title: -The Limit Distributions.; title: -Central Limit Theorems.; title: -Related Limit Theorems.; title: -APPLICATIONS.; title: -Applications to Statistics.; title: -Self-Similar Stochastic Processes.; title: -References.; title: -Index.