An Introduction to Heavy-Tailed and Subexponential Distributions

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This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequence...

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Detalles Bibliográficos
Autores principales: Foss, Sergey, Korshunov, Dmitry, Zachary, Stan
Lenguaje:eng
Publicado: Springer 2011
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-1-4419-9473-8
http://cds.cern.ch/record/1414062
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author Foss, Sergey
Korshunov, Dmitry
Zachary, Stan
author_facet Foss, Sergey
Korshunov, Dmitry
Zachary, Stan
author_sort Foss, Sergey
collection CERN
description This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book usef
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institution Organización Europea para la Investigación Nuclear
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publishDate 2011
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spelling cern-14140622021-04-22T00:41:07Zdoi:10.1007/978-1-4419-9473-8http://cds.cern.ch/record/1414062engFoss, SergeyKorshunov, DmitryZachary, StanAn Introduction to Heavy-Tailed and Subexponential DistributionsMathematical Physics and MathematicsThis monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book usefSpringeroai:cds.cern.ch:14140622011
spellingShingle Mathematical Physics and Mathematics
Foss, Sergey
Korshunov, Dmitry
Zachary, Stan
An Introduction to Heavy-Tailed and Subexponential Distributions
title An Introduction to Heavy-Tailed and Subexponential Distributions
title_full An Introduction to Heavy-Tailed and Subexponential Distributions
title_fullStr An Introduction to Heavy-Tailed and Subexponential Distributions
title_full_unstemmed An Introduction to Heavy-Tailed and Subexponential Distributions
title_short An Introduction to Heavy-Tailed and Subexponential Distributions
title_sort introduction to heavy-tailed and subexponential distributions
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-1-4419-9473-8
http://cds.cern.ch/record/1414062
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