An Introduction to Heavy-Tailed and Subexponential Distributions

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book An Introduction to Heavy-Tailed and Subexponential Distributions by Sergey Foss, Dmitry Korshunov, Stan Zachary, Springer New York
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Author: Sergey Foss, Dmitry Korshunov, Stan Zachary ISBN: 9781441994738
Publisher: Springer New York Publication: May 25, 2011
Imprint: Springer Language: English
Author: Sergey Foss, Dmitry Korshunov, Stan Zachary
ISBN: 9781441994738
Publisher: Springer New York
Publication: May 25, 2011
Imprint: Springer
Language: English

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.

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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.

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