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Lillian Oluoch (SZTE): Limit laws for norms of random samples

iCal fájl letöltése
Szerda, 5. December 2018, 14:00 - 16:00
Abstract: We study the asymptotic behaviour of the l_t-norms of n i.i.d. positive random variables as n and t tend to infinity. The problem was first considered by Schlather (2001) and studied further by Bogachev (2006). Under the assumption that the log-tail distribution function of the random variables is regularly varying at infinity with some positive index, Bogachev obtained the limit distributions of the norms depending on the relation between n and t. We discuss some possibilities for further development and some applications of Bogachev's results.
Hely : Szeged, Aradi vértanúk tere 1., Riesz terem


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