The fundamentals of heavy tails. properties, emergence, and estimation, hardback/***

Heavy tails - extreme events more common than expected - are everywhere, but they are still treated as mysterious and confusing because the necessary mathematical models are not widely known.

For the first time, this book provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability.

Publisher: Cambridge University Press Author(s): Bert (Stichting Centrum voor Wiskunde en Informatica (CWI), Amsterdam) Zwart Illustration(s): Worked examples or Exercises Number of pages: 264 Collection: Cambridge Series in Statistical and Probabilistic Mathematics Publication date: 2022 Dimensions: 183 x 260 x 19 Cover type: Hardback.