An introduction to heavy-tailed and sibexponential distributions

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Date
2009-03-07MFO Scientific Program
Research in Pairs 2008Series
Oberwolfach Preprints;2009,13Author
Foss, Sergey
Koršunov, Dmitrij
Zachary, Stan
Metadata
Show full item recordOWP-2009-13
Abstract
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.