Foss, Sergey
An Introduction to Heavy-Tailed and Subexponential Distributions
1. Introduction
Sergey Foss, Dmitry Korshunov, Stan Zachary
2. Heavy-Tailed and Long-Tailed Distributions
Sergey Foss, Dmitry Korshunov, Stan Zachary
3. Subexponential Distributions
Sergey Foss, Dmitry Korshunov, Stan Zachary
4. Densities and Local Probabilities
Sergey Foss, Dmitry Korshunov, Stan Zachary
5. Maximum of Random Walk
Sergey Foss, Dmitry Korshunov, Stan Zachary
Keywords: Mathematics, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Statistical Physics, Dynamical Systems and Complexity
- Author(s)
- Foss, Sergey
- Korshunov, Dmitry
- Zachary, Stan
- Publisher
- Springer
- Publication year
- 2011
- Language
- en
- Edition
- 1
- Series
- Springer Series in Operations Research and Financial Engineering
- Page amount
- 9 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9781441994738