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Foss, Sergey

An Introduction to Heavy-Tailed and Subexponential Distributions

Foss, Sergey - An Introduction to Heavy-Tailed and Subexponential Distributions, ebook

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ISBN: 9781441994738
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Table of contents

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)
 
 
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

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