Multivariate Weibull and Pareto Distributions in Hilbert Space |
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Authors: | Hsiaw-Chan Yeh |
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Institution: | 1. Department of Finance, College of Management, National Taiwan University, Taipei, Taiwanyeh12345@ntu.edu.tw |
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Abstract: | Two general multivariate distributions in a real separable Hilbert space H are introduced in this article, one is multivariate Weibull distribution (denoted by GMWH), the other is multivariate Pareto distribution (denoted by GMPH). They are more general than the existing references. Some characterization theorems of the GMWH and GMPH via an intensively monotone operator are proved. The limiting behaviors and the interrelationship between the GMW and GMP in Euclidean space are also studied. |
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Keywords: | Hilbert space H Strictly positive nuclear operator Intensively monotone operator Functional Equation Characterization Radon measure Normalized geometric minima |
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