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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling

Published 1 December 2006
Sidney I. Resnick
Citations925

Abstract

Crash Courses.- Crash Course I: Regular Variation.- Crash Course II: Weak Convergence Implications for Heavy-Tail Analysis.- Statistics.- Dipping a Toe in the Statistical Water.- Probability.- The Poisson Process.- Multivariate Regular Variation and the Poisson Transform.- Weak Convergence and the Poisson Process.- Applied Probability Models and Heavy Tails.- More Statistics.- Additional Statistics Topics.- Appendices.- Notation and Conventions.- Software.

Keywords

Computer Science