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Uniform Estimates for Distributions of the Sum of i.i.d. Random Variables with Fat Tail in the Threshold Case
http://hdl.handle.net/2261/53534
http://hdl.handle.net/2261/53534a48b8022-ce79-46a2-adff-24f6553169f7
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
jms180401.pdf (209.8 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2013-04-01 | |||||
| タイトル | ||||||
| タイトル | Uniform Estimates for Distributions of the Sum of i.i.d. Random Variables with Fat Tail in the Threshold Case | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_6501 | |||||
| タイプ | departmental bulletin paper | |||||
| 著者 |
Nakahara, Kenji
× Nakahara, Kenji |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | We show uniform estimates for distributions of the sum of i.i.d. random variables in the threshold case. Rozovskii showed several uniform estimates but the speed of convergence was not known. Our main uniform estimate implies a speed of convergence. We also compare our estimates with Nagaev's estimate which is valid in the non-threshold case and, moreover, give a necessary and sufficient condition for Nagaev's estimate to hold in the threshold case. | |||||
| 書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 18, 号 4, p. 397-427, 発行日 2012-03-30 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 13405705 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA11021653 | |||||
| 日本十進分類法 | ||||||
| 主題Scheme | NDC | |||||
| 主題 | 415 | |||||
| Mathematical Reviews Number | ||||||
| MR | ||||||
| Mathmatical Subject Classification | ||||||
| 60F05(MSC2010) | ||||||
| Mathmatical Subject Classification | ||||||
| 62E20(MSC2010) | ||||||
| 出版者 | ||||||
| 出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
| 原稿受領日 | ||||||
| 2010-12-25 | ||||||
