Essays on regular variations in classical and free setup

Details Essays on regular variations in classical and free setup Essays on regular variations in classical and free setup

2011-09-27

arxiv.org/abs/1109.5880v1

Mathematics

Probability

Thesis

Scientific paper

This is a thesis on some applications of regularly varying functions. Three problems are considered. The first problem is about the randomly weighted sums, the second is on the behavior of the product under conditional extreme value model and the final problem studies heavy tailed measures under free convolution. The first chapter gives a brief overview of the heavy tailed distributions.

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