Heavy-Tailed Distributions - NMTP570
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The course is devoted to studying the theory of heavy tailed distributions and to dealing with stochastic models
based on such distributions. Data with heavy tails have been collected in such fields as economics,
telecommunications, physics and biology. The theory of heavy tailed distributions is also connected with the theory
of branching processes.
Last update: T_KPMS (16.05.2013)
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The aim of the lecture is to give an introduction to the theory of stochastic models with heavy tailed distributions. Last update: T_KPMS (16.05.2013)
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Oral exam. Last update: Zichová Jitka, RNDr., Dr. (18.05.2024)
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Klebanov, L.B.: Heavy tailed distributions. Matfyzpress, Praha, 2003. Last update: T_KPMS (16.05.2013)
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Lecture. Last update: T_KPMS (16.05.2013)
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According to syllabus. Last update: Zichová Jitka, RNDr., Dr. (18.05.2024)
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1. Main examples of heavy tailed distributions. 2. Stable distributions. 3. Multivariate stable distributions. 4. Infinite divisible and stable distributions. 5. Il-posed problems. Last update: T_KPMS (16.05.2013)
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Measure theory based probability and mathematical statistics Last update: Zichová Jitka, RNDr., Dr. (19.06.2019)
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