Closure Properties for Heavy-Tailed and Related Distributions

Beschreibung

This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.
This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.
Presents a concise overview of closure properties of heavy-tailed and related distributions Features several examples and counterexamples that provide an insight into the theory Provides numerous references for deeper study

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Remigijus Leipus

Themen in »Closure Properties for Heavy-Tailed and Related Distributions«

Heavy-Tailed Distribution Closure Property Heavy Tails Convolution Closure Convolution-Root Closure Product-Convolution Closure Max-Sum Equivalence Asymptotic Analysis Risk Management Decision Making

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