Transformations des lois multivariées avec queues régulières
| dc.creator | Davydov, Youri | |
| dc.creator | Liu, Shuyan | |
| dc.date | 2009-03-05 | |
| dc.date.accessioned | 2026-07-07T12:49:20Z | |
| dc.date.available | 2026-07-07T12:49:20Z | |
| dc.description | Let $X$ be a random vector in $\rd$ with a regularly varying tail. We consider two transformations $\|X\|f(\frac{X}{\|X\|})$, $f: \sd\to\sd$, and $Xf(\frac{X}{\|X\|})$, $f: \sd\to \mathbb{R}_+$. Some sufficient conditions for preserving the property of regularity of the tail for this kind of transformations are given. | |
| dc.description | 11 pages | |
| dc.identifier | https://arxiv.org/abs/0903.1005 | |
| dc.identifier | http://arxiv.org/abs/0903.1005 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/222370 | |
| dc.subject | Probability | |
| dc.subject | 60B10, 60E05, 60E07, 60F05. | |
| dc.title | Transformations des lois multivariées avec queues régulières | |
| dc.type | text |