7 research outputs found
Illustration par quelques exemples des lois strictement stables dans un c\^one convexe
The stability of random variables can be generalized in any convex cone. In
this case the principal results about the LePage representation and the domains
of attraction are analogous but different to those well known for general
Banach spaces. Some examples of strictly stable distributions and max-stable
distributions are presented in this paper in order to exhibit the relationship
between the Poisson process and the stable distributions on convex cones.Comment: 24 pages, 5 figures, in Frenc
Simulation of multivariate extreme values
SIGLEAvailable from British Library Document Supply Centre-DSC:7769.086(SU-DPS-RR--464/96) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Simulation of multivariate extreme values
SIGLEAvailable from British Library Document Supply Centre-DSC:7769.086(SU-DPS-RR--464/96) / BLDSC - British Library Document Supply CentreGBUnited Kingdo