Pregled bibliografske jedinice broj: 620434
Limit theory for spatial averages of random variables with heavy-tailed distributions
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 (predavanje, nije recenziran, cjeloviti rad (in extenso), ostalo)
CROSBI ID: 620434 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Limit theory for spatial averages of random variables with heavy-tailed distributions
Autori
Tafro, Azra
Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), ostalo
Izvornik
Proceedings of the 16th European Young Statisticians Meeting
/ Badin, L : Ciumara, R. - Bukurešt, 2009, 20-22
Skup
16th European Young Statisticians Meeting
Mjesto i datum
Bukurešt, Rumunjska, 24.08.2009. - 28.08.2009
Vrsta sudjelovanja
Predavanje
Vrsta recenzije
Nije recenziran
Ključne riječi
Regular variation; Point processes; Extreme value theory
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
037-0372790-2800 - Statistička analiza slučajnih modela i primjene (Huzak, Miljenko, MZOS ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb
Profili:
Azra Tafro
(autor)
