(Online library) An Introduction to Heavy-Tailed and Subexponential Distributions: 38 (Springer Series in Operations Research and Financial Engineering)
✿ Sergey Foss, Dmitry Korshunov, Stan Zachary ✿
| 2011-05-25 | 2011-05-25 | File Name: B008B48M3Y
|||From the reviews: The book An Introduction to Heavy-Tailed and Subexponential Distributions presents numerous ideas of heaviness for probability distribution tails. It gives precise definitions to common terms such as heavy-tailed and long-tailed, as well as
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 mathemati...
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