An Introduction to Heavy-Tailed and Subexponential Distributions

Download or read book An Introduction to Heavy-Tailed and Subexponential Distributions written by Sergey Foss and published by Springer Science & Business Media. This book was released on 2011-05-25 with total page 133 pages. Available in PDF, EPUB and Kindle. 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.