Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications / [electronic resource] Ph. Barbe, W.P. McCormick.
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TextSeries: Memoirs of the American Mathematical Society ; no. 922.Publication details: Providence, R.I. : American Mathematical Society, c2009Description: 1 online resource (vii, 117 p. : ill.)ISBN: 9781470405281 (online)Subject(s): Distribution (Probability theory) -- Mathematical models | Asymptotic expansions | Stochastic processesAdditional physical formats: Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications /DDC classification: 519.2/4 LOC classification: QA273.6 | .B376 2009Online resources: Contents | Contents 
E-BOOKS
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | Link to resource | Available | EBK13375 |
"January 2009, volume 197, number 922 (Fourth of five numbers)."
Includes bibliographical references (p. 115-117) and index.
1. Introduction 2. Main result 3. Implementing the expansion 4. Applications 5. Preparing the proof 6. Proof in the positive case 7. Removing the sign restriction on the random variables 8. Removing the sign restriction on the constants 9. Removing the smoothness restriction Appendix. Maple code
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Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Mode of access : World Wide Web
Description based on print version record.
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