An Introduction to Heavy-Tailed and Subexponential Distribution
[Book]
/ [electronic resource
New York
: Springer
, June 2011.
ix, 123 p., ill.
(Springer Series in Operations Research and Financial Engineering Ser.)
Electronic
AnnotationOffering a comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension, this book presents new results in a simple, coherent and systematic manner that obtains the standard properties of such convolutions.
SpringerLink ebooks - Mathematics and Statistics (2011)