Approximating the Distribution of Pareto Sums
نویسندگان
چکیده
منابع مشابه
Approximating the Distribution of Pareto Sums
Heavy tailed random variables (rvs) have proven to be an essential element in modeling a wide variety of natural and human-induced processes, and the sums of heavy tailed rvs represent a particularly important construction in such models. Oriented toward both geophysical and statistical audiences, this paper discusses the appearance of the Pareto law in seismology and addresses the problem of t...
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Moreover, the above upper bound 1/(qN) is best possible apart from a scalar multiple when one considers the golden ratio θ = ( √ 5 − 1)/2 (for a proof, one may use Theorem 181 and bottom of page 162 in [2] on certain properties of continued fractions). During his work in [1], the author accidentally stumbled across the following analogous question: Question 1. For any real θ and any integer N ≥...
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ژورنال
عنوان ژورنال: Pure and Applied Geophysics
سال: 2005
ISSN: 0033-4553,1420-9136
DOI: 10.1007/s00024-004-2666-3