Springer series in operations research and financial engineering
Includes bibliographical references (pages [377]-396) and index
Crash course I: Regular variation -- Crash course II: Weak convergence; implications for heavy-tail analysis -- Dipping a toe in the statistical water -- The Poisson process -- Multivariate regular variation and the Poisson transform -- Weak convergence and the Poisson process -- Applied probability models and heavy tails -- Additional statistics topics -- Notation and conventions -- Software
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Distribution (Probability theory)-- Mathematical models