Limit distributions for sums of independent random vectors: heavy tails in theory and practice
Auteur :
Meerschaert, Mark M. / Scheffler, Hans-Peter
Éditeur :
John Wiley & Sons Inc
ISBN :
9780471356295
Date de publication :
27 juil. 2001
Dimensions :
24,9 x 16,0 x 2,9 cm
Poids :
905 g
Langue :
Anglais
Pays d'origine :
USA
This book provides an accessible, serious, and multivariate introduction to the central limit theorem of random variables that lies at the heart of probability and statistics. Practical applications of stable random variables are showcased.