An Introduction to Heavy Tailed and Subexponential Distributions

  • Author : Sergey Foss
  • Publsiher : Springer Science & Business Media
  • Release : 25 May 2011
  • ISBN : 1441994734
  • Page : 123 pages
  • Rating : 4/5 from 21 voters

Download or read online book entitled An Introduction to Heavy Tailed and Subexponential Distributions written by Sergey Foss and published by Springer Science & Business Media. This book was released on 25 May 2011 with total page 123 pages. Available in PDF, EPUB and Kindle. Get best books that you want by click Get Book Button and Read as many books as you like. Book Excerpt : 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 useful.

An Introduction to Heavy Tailed and Subexponential Distributions

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