Closure Properties for Heavy-Tailed and Related Distributions

Closure Properties for Heavy-Tailed and Related Distributions
Author: Remigijus Leipus
Publisher: Springer Nature
Total Pages: 99
Release: 2023-10-16
Genre: Mathematics
ISBN: 3031345533


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This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.


Closure Properties for Heavy-Tailed and Related Distributions
Language: en
Pages: 99
Authors: Remigijus Leipus
Categories: Mathematics
Type: BOOK - Published: 2023-10-16 - Publisher: Springer Nature

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This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence,
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Type: BOOK - Published: 2022-06-09 - Publisher: Cambridge University Press

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Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are jus
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Categories: Business & Economics
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The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics un
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Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model input
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Language: en
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Authors: Gareth W. Peters
Categories: Mathematics
Type: BOOK - Published: 2015-05-21 - Publisher: John Wiley & Sons

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ADVANCES IN HEAVY TAILED RISK MODELING A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modelin