Fundamentals of heavy tails, the: properties, emergence, and estimation
Auteur :
Nair, Jayakrishnan / Wierman, Adam / Zwart, Bert
Éditeur :
Cambridge University Press
ISBN :
9781316511732
Date de publication :
9 juin 2022
Dimensions :
26,0 x 18,3 x 1,2 cm
Poids :
680 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Heavy tails - extreme events more common than expected - are everywhere, but they are still treated as mysterious and confusing because the necessary mathematical models are not widely known. For the first time, this book provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability.