arXiv · 2001.05420
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.
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N. H. Bingham, A. J. Ostaszewski. 2020-01-15. Extremes and regular variation. https://arxiv.org/abs/2001.05420
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