多元极值分布的最大吸引域很小

IF 0.5 4区数学 Q4 STATISTICS & PROBABILITY

Electronic Communications in Probability Pub Date : 2022-01-01 DOI:10.1214/22-ecp501

P. Leonetti, A. K. Chokami

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引用次数: 2

摘要

.考虑Rk上的Borel概率测度集，并赋予它弱收敛的拓扑。我们证明了属于一些多元极值分布吸引域的所有概率测度的子集是稠密的，并且是第一类Baire。此外，类似的结果在自由概率论的背景下成立。

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

. Consider the set of Borel probability measures on R k 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.

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来源期刊

Electronic Communications in Probability 工程技术-统计学与概率论

CiteScore

1.00

自引率

0.00%

发文量

审稿时长

6-12 weeks

期刊介绍： The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.