Article ID Journal Published Year Pages File Type
1152629 Statistics & Probability Letters 2014 7 Pages PDF
Abstract

We give the chaos expansion of a random variable with Pareto distribution and we analyze, by using the Malliavin calculus, the convergence in the distribution of a sequence of random variable with Pareto distribution toward the standard exponential law.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Chaos expansion and asymptotic behavior of the Pareto distribution
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