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Limit theory for spatial averages of random variables with heavy-tailed distributions (CROSBI ID 594914)

Prilog sa skupa u zborniku | ostalo

Tafro, Azra Limit theory for spatial averages of random variables with heavy-tailed distributions // Proceedings of the 16th European Young Statisticians Meeting / Badin, L : Ciumara, R. (ur.). Bukurešt, 2009. str. 20-22

Podaci o odgovornosti

Tafro, Azra

engleski

Limit theory for spatial averages of random variables with heavy-tailed distributions

Let (Z_i, j) be i.i.d. random variables where the Z_i, j's have regularly varying tail probabilities. Then, under mild conditions on a real sequence (c_k, l), the stationary process (X_i, j) of moving averages of Z's (averaged by coefficients c_k, l) exists. By establishing a limit theory for point processes based on {;X_i, j}; we can explore approximations for probabilities of extremal events. This theory builds on results of Davis and Resnick for extremes of linear processes with heavy-tailed distributions.

Regular variation; Point processes; Extreme value theory

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Podaci o prilogu

20-22.

2009.

objavljeno

Podaci o matičnoj publikaciji

Proceedings of the 16th European Young Statisticians Meeting

Badin, L : Ciumara, R.

Bukurešt:

Podaci o skupu

16th European Young Statisticians Meeting

predavanje

24.08.2009-28.08.2009

Bukurešt, Rumunjska

Povezanost rada

Matematika