Laddomada Andrea
UniCa Ateneo Docenti e ricercatori Andrea Laddomada Ricerca Prodotti della Ricerca (IRIS)

Andrea Laddomada

The maximum domain of attraction of multivariate extreme value distributions is small

Khorrami Chokami A.
2022-01-01

Abstract

Consider the set of Borel probability measures on Rk and endow it with the topology of weak convergence. We show that the subset of all probability measures which belong to the domain of attraction of some multivariate extreme value distributions is dense and of the first Baire category. In addition, the analogue result holds in the context of free probability theory.
2022
Inglese
27
none
60
1
8
8
WOS:000910842700014
2-s2.0-85144074311
https://projecteuclid.org/journals/electronic-communications-in-probability/volume-27/issue-none/The-maximum-domain-of-attraction-of-multivariate-extreme-value-distributions/10.1214/22-ECP501.full
Esperti anonimi
internazionale
scientifica
Baire category; Banach– Mazur game; maximum domain of attraction; weak convergence of probability measures
no
Leonetti, P.; Khorrami Chokami, A.
1.1 Articolo in rivista
info:eu-repo/semantics/article
1 Contributo su Rivista::1.1 Articolo in rivista
262
2
open
File in questo prodotto:
File Dimensione Formato  
2022_Leonetti_KC.pdf

accesso aperto

Tipologia: versione post-print (AAM)
Dimensione 223.28 kB
Formato Adobe PDF
Visualizza/Apri
223.28 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Questionario e social

Condividi su:
Impostazioni cookie