@article{TVP_2018_63_4_a7,
author = {M. Grabchak and S. A. Molchanov},
title = {Limit theorems for random exponentials: the bounded support case},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {779--794},
year = {2018},
volume = {63},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a7/}
}
M. Grabchak; S. A. Molchanov. Limit theorems for random exponentials: the bounded support case. Teoriâ veroâtnostej i ee primeneniâ, Tome 63 (2018) no. 4, pp. 779-794. http://geodesic.mathdoc.fr/item/TVP_2018_63_4_a7/
[1] M. Abramowitz, I. A. Stegun (eds.), Handbook of mathematical functions with formulas, graphs, and mathematical tables, National Bureau of Standards Applied Mathematics Series, 55, 10th printing, with corr., Superintendent of Documents, U.S. Government Printing Office, Washington, DC, 1972, xiv+1046 pp. | MR | MR | Zbl | Zbl
[2] G. Ben Arous, L. V. Bogachev, S. A. Molchanov, “Limit theorems for sums of random exponentials”, Probab. Theory Related Fields, 132:4 (2005), 579–612 | DOI | MR | Zbl
[3] N. H. Bingham, C. M. Goldie, J. L. Teugels, Regular variation, Encyclopedia Math. Appl., 27, Cambridge Univ. Press, Cambridge, 1987, xx+491 pp. | DOI | MR | Zbl
[4] L. Bogachev, “Limit laws for norms of IID samples with Weibull tails”, J. Theoret. Probab., 19:4 (2006), 849–873 | DOI | MR | Zbl
[5] L. V. Bogachev, “Extreme value theory for random exponentials”, Probability and mathematical physics, A volume in honor of Stanislav Molchanov, CRM Proc. Lecture Notes, 42, Amer. Math. Soc., Providence, RI, 2007, 41–64 | DOI | MR | Zbl
[6] A. Bovier, Statistical mechanics of disordered systems. A mathematical perspective, Camb. Ser. Stat. Probab. Math., 18, Cambridge Univ. Press, Cambridge, 2006, xiv+312 pp. | DOI | MR | Zbl
[7] A. Bovier, I. Kurkova, M. Löwe, “Fluctuations of the free energy in the REM and the $p$-spin SK models”, Ann. Probab., 30:2 (2002), 605–651 | DOI | MR | Zbl
[8] M. Cranston, S. Molchanov, “Limit laws for sums of products of exponentials of iid random variables”, Israel J. Math., 148 (2005), 115–136 | DOI | MR | Zbl
[9] L. de Haan, A. Ferreira, Extreme value theory. An introduction, Springer Ser. Oper. Res. Financ. Eng., Springer, New York, 2006, xviii+417 pp. | DOI | MR | Zbl
[10] B. Derrida, “Random-energy model: limit of a family of disordered models”, Phys. Rev. Lett., 45:2 (1980), 79–82 | DOI | MR
[11] R. Durrett, Probability. Theory and examples, Camb. Ser. Stat. Probab. Math., 31, 4th ed., Cambridge Univ. Press, Cambridge, 2010, x+428 pp. | DOI | MR | Zbl
[12] M. Grabchak, “Domains of attraction for positive and discrete tempered stable distributions”, J. Appl. Probab., 55:1 (2018), 30–42 | DOI | MR | Zbl
[13] A. Janßen, “Limit laws for power sums and norms of i.i.d. samples”, Probab. Theory Related Fields, 146:3-4 (2010), 515–533 | DOI | MR | Zbl
[14] Z. Kabluchko, “Functional limit theorems for sums of independent geometric Lévy processes”, Bernoulli, 17:3 (2011), 942–968 | DOI | MR | Zbl
[15] Z. Kabluchko, “Limit laws for sums of independent random products: the lattice case”, J. Theoret. Probab., 25:2 (2012), 424–437 | DOI | MR | Zbl
[16] M. M. Meerschaert, H.-P. Scheffler, Limit distributions for sums of independent random vectors. Heavy tails in theory and practice, Wiley Ser. Probab. Statist. Probab. Statist., John Wiley Sons, Inc., New York, 2001, xvi+484 pp. | MR | Zbl
[17] N. R. Mohan, S. Ravi, “Max domains of attraction of univariate and multivariate $p$-max stable laws”, Teoriya veroyatn. i ee primen., 37:4 (1992), 709–721 | MR | Zbl
[18] E. Pantcheva, “Limit theorems for extreme order statistics under nonlinear normalization”, Stability problems for stochastic models (Uzhgorod, 1984), Lecture Notes in Math., 1155, Springer, Berlin, 1985, 284–309 | DOI | MR | Zbl
[19] S. I. Resnick, Heavy-tail phenomena. Probabilistic and statistical modeling, Springer Ser. Oper. Res. Financ. Eng., Springer, New York, 2007, xx+404 pp. | DOI | MR | Zbl
[20] K. Sato, Lévy processes and infinitely divisible distributions, Cambridge Stud. Adv. Math., 68, Cambridge Univ. Press, Cambridge, 1999, xii+486 pp. | MR | Zbl
[21] M. Schlather, “Limit distributions of norms of vectors of positive i.i.d. random variables”, Ann. Probab., 29:2 (2001), 862–881 | DOI | MR | Zbl