Open AccessExact strong laws for functions from the bivariate Pareto distribution
Author(s) -
André Adler
Publication year - 2021
Publication title -
bulletin of the institute of mathematics academia sinica new series
Language(s) - English
Resource type - Journals
eISSN - 2304-7909
pISSN - 2304-7895
DOI - 10.21915/bimas.2021105
Subject(s) - pareto distribution , pareto principle , lomax distribution , bivariate analysis , mathematics , pareto interpolation , distribution (mathematics) , statistical physics , generalized pareto distribution , mathematical economics , mathematical optimization , mathematical analysis , statistics , physics , extreme value theory
We examine several functions from the bivariate Pareto distribution and obtain surprising results in regards to almost sure convergence. We look at the usual functions, such as the sum, the difference, the ratio, the maximum and the minimum as well as the ratio of the max and the min. What happens here in the nonindependent situation is quite different from what we have seen before.
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