Extremes and regular variation
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.
- Publication:
-
arXiv e-prints
- Pub Date:
- January 2020
- DOI:
- 10.48550/arXiv.2001.05420
- arXiv:
- arXiv:2001.05420
- Bibcode:
- 2020arXiv200105420B
- Keywords:
-
- Mathematics - Probability;
- 60G70;
- 62G32