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A formula for hidde...
A formula for hidden regular variation behavior for symmetric stable distributions
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- Forsström, Malin Palö (författare)
- Gothenburg University,Göteborgs universitet,KTH,Matematik (Avd.),Chalmers University of Technology and Gothenburg University, Gothenburg, Sweden,Chalmers tekniska högskola,Chalmers University of Technology,Kungliga Tekniska Högskolan (KTH),Royal Institute of Technology (KTH),Institutionen för matematiska vetenskaper,Department of Mathematical Sciences
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- Steif, Jeffrey, 1960 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,Chalmers University of Technology and Gothenburg University, Gothenburg, Sweden
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KTH Matematik (Avd) (creator_code:org_t)
- 2020-07-09
- 2020
- Engelska.
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Ingår i: Extremes. - : Springer. - 1386-1999 .- 1572-915X. ; 23:4, s. 667-691
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Abstract
Ämnesord
Stäng
- We develop a formula for the power-law decay of various sets for symmetric stable random vectors in terms of how many vectors from the support of the corresponding spectral measure are needed to enter the set. One sees different decay rates in “different directions”, illustrating the phenomenon of hidden regular variation. We give several examples and obtain quite varied behavior, including sets which do not have exact power-law decay.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Matematisk analys (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Mathematical Analysis (hsv//eng)
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- 60E07
- 60G70
- Hidden regular variation
- Multivariate stable distributions
- Hidden regular variation
- Multivariate stable distributions
- Mathematics
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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