Extremes and regular variation
Probability
2020-01-16 v1
Abstract
We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the algebraic point of view of our recent work on Popa groups.
Keywords
Cite
@article{arxiv.2001.05420,
title = {Extremes and regular variation},
author = {N. H. Bingham and A. J. Ostaszewski},
journal= {arXiv preprint arXiv:2001.05420},
year = {2020}
}
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