1
عمومی::
توزیع زیرنمایی
We concentrate in this chapter on subexponential distributions in the maximum domain of attraction of the Gumbel distribution, i. e. there exist constants aT > 0, bT ∈ R for T > 0 such that limT →∞ T P(L(1) > aT x + bT ) = exp(−x) = − log Λ(x).
Section 1.1.1 is devoted to subexponential distributions
1.1.1 Subexponential distributions on the real line
(ii) F belongs to the class of subexponential distributions, denoted by S, if F ∈ L
A survey of the class of subexponential distributions with support on R+ is provided by Goldie and Klüp- pelberg [70], see also Embrechts et al
واژگان شبکه مترجمین ایران