The Fundamentals Of Heavy Tails: Properties, Emergence, And Estimation

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.

• | By (Author): Jayakrishnan (Indian Institute Of Technology, Bombay) Nair
• | Publisher: Cambridge University Press
• | Publication Date: May 31, 2022
• | Country of Publication: United Kingdom
• | Number of Pages: 160 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 1316511731
• | ISBN-13: 9781316511732