A Class of Spherical and Elliptical Distributions with Gaussian-Like Limit Properties
We present a class of spherically symmetric random variables defined by the property that as dimension increases to infinity the mass becomes concentrated in a hyperspherical shell, the width of which is negligible compared to its radius. We provide a sufficient condition for this property in terms...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2012/467187 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|