An Introduction to Heavy-Tailed and Subexponential Distributions by Sergey Foss

An Introduction to Heavy-Tailed and Subexponential Distributions

bySergey Foss, Dmitry Korshunov, Stan Zachary

Kobo ebook | May 25, 2011

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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.

Title:An Introduction to Heavy-Tailed and Subexponential DistributionsFormat:Kobo ebookPublished:May 25, 2011Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:1441994734

ISBN - 13:9781441994738

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