Heavy-Tailed Distributions - NMTP570
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Last update: T_KPMS (16.05.2013)
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Last update: T_KPMS (16.05.2013)
The aim of the lecture is to give an introduction to the theory of stochastic models with heavy tailed distributions. |
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Last update: T_KPMS (16.05.2013)
Klebanov, L.B.: Heavy tailed distributions. Matfyzpress, Praha, 2003. |
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Last update: T_KPMS (16.05.2013)
Lecture. |
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Last update: T_KPMS (16.05.2013)
1. Main examples of heavy tailed distributions. 2. Stable distributions. 3. Multivariate stable distributions. 4. Infinite divisible and stable distributions. 5. Il-posed problems. |