The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation (Hardcover) (ISBN-13: 9781316511732)

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.

Author: Jayakrishnan Nair, Adam Wierman, Bert Zwart
ISBN-10: 1316511731
ISBN-13: 9781316511732
Publisher: Cambridge University Press
Language: English
Published: 06/09/2022
Format: Hardcover
Weight: 1.49lbs
Size: 10.00h x 7.20w x 0.67d