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Uniform Estimate for Distributions of the Sum of i.i.d. Random Variables with Fat Tail
http://hdl.handle.net/2261/52394
http://hdl.handle.net/2261/5239439181a02-5dca-4a90-9882-14e570707ec8
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
jms170103.pdf (252.3 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2012-10-22 | |||||
| タイトル | ||||||
| タイトル | Uniform Estimate for Distributions of the Sum of i.i.d. Random Variables with Fat Tail | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
Fushiya, Hirotaka
× Fushiya, Hirotaka× Kusuoka, Shigeo |
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| 著者所属 | ||||||
| 値 | School of Social Informatics, Aoyama Gakuin University | |||||
| 著者所属 | ||||||
| 値 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | The research on asymptotic behavior of distributions of the sum of i.i.d random variables has a long history and a lot of facts are known. The authors consider the case where the distribution of a random variable has the second moment but has a fat tail, and they show a new limit theorem for large deviations. | |||||
| 書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 17, 号 1, p. 79-121, 発行日 2010-07-20 |
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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 | ||||||
| 値 | MR | |||||
| Mathmatical Subject Classification | ||||||
| 値 | 60F05(MSC2000) | |||||
| Mathmatical Subject Classification | ||||||
| 値 | 62E20(MSC2000) | |||||
| 出版者 | ||||||
| 出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
| 原稿受領日 | ||||||
| 値 | 2009-06-25 | |||||
