paper

Essays on regular variations in classical and free setup

arXiv:1109.5880

Abstract

This is a thesis on some applications of regularly varying functions. Three problems are considered. The first problem is about the randomly weighted sums, the second is on the behavior of the product under conditional extreme value model and the final problem studies heavy tailed measures under free convolution. The first chapter gives a brief overview of the heavy tailed distributions.

Thesis

References in corpus (2)