An introduction to heavy-tailed and sibexponential distributions
MFO Scientific ProgramResearch in Pairs 2008
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This text studies heavy-tailed distributions in probability theory, and especially convolutions of such distributions. The mail goal is to provide a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions which includes many novel elements and, in particular, is based on the regular use of the principle of a single big jump.