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Sergey Foss,Dmitry Korshunov,Stan Zachary's An Introduction to Heavy-Tailed and Subexponential PDF

By Sergey Foss,Dmitry Korshunov,Stan Zachary

This monograph presents an entire and entire creation to the idea of long-tailed and subexponential distributions in a single measurement. New effects are awarded in an easy, coherent and systematic method. all of the ordinary houses of such convolutions are then received as effortless outcomes of those effects. The booklet specializes in extra theoretical elements. A dialogue of the place the parts of purposes presently stand in incorporated as is a few initial mathematical fabric. Mathematical modelers (for e.g. in finance and environmental technology) and statisticians will locate this publication useful.

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An Introduction to Heavy-Tailed and Subexponential Distributions: 38 (Springer Series in Operations Research and Financial Engineering) by Sergey Foss,Dmitry Korshunov,Stan Zachary


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