Results 231 to 240 of about 41,863 (267)

Heavy Tail Distributions

2013
Motivated by the instances of extreme events and heavy tail distributions encountered in the first chapter, we present the most important theoretical results underpinning the estimation of the probabilities of these extreme and rare events. The basics of extreme value theory are presented as they pertain to estimation and risk management of extremes ...
openaire   +1 more source

Taylor’s law and heavy-tailed distributions

Proceedings of the National Academy of Sciences, 2021
Lindquist, W. Brent, Rachev, Svetlozar T.   +1 more
openaire   +3 more sources

Financial modeling with heavy‐tailed stable distributions

WIREs Computational Statistics, 2013
The aim of this article was to give an accessible introduction to stable distributions for financial modeling. There is a real need to use better models for financial returns because the normal (or bell curve/Gaussian) model does not capture the large fluctuations seen in real assets.
openaire   +2 more sources

When Do Heavy-Tail Distributions Help?

2006
We examine the evidence for the widespread belief that heavy tail distributions enhance the search for minima on multimodal objective functions. We analyze isotropic and anisotropic heavy-tail Cauchy distributions and investigate the probability to sample a better solution, depending on the step length and the dimensionality of the search space.
Nikolaus Hansen, Fabian Gemperle, Anne Auger, Petros Koumoutsakos   +3 more
openaire   +1 more source

Heavy-Tailed Distributions: Properties and Tests

Technometrics, 1974
Distributions with heavier-than-exponential tails are studied for describing empirical phenomena. It is argued that the concept of increasing “conditional mean exceedance” provides a reasonable way of describing the heavy-tail phenomenon, and a family of Pareto distributions is shown to represent distributions for which this parameter is linearly ...
openaire   +1 more source

Heavy-Tailed Distributions and Their Properties

2013
We define the heavy-tailed distribution as distribution with infinite mathematical expectation. For such distributions the standard statistical tools—sample mean and sample standard deviation—exhibit a high instability. Some examples illustrating this conclusion are presented.
V. F. Pisarenko, M. V. Rodkin
openaire   +1 more source

Heavy-Tailed and Long-Tailed Distributions

2011
In this chapter we are interested in (right-) tail properties of distributions, i.e. in properties of a distribution which, for any x, depend only on the restriction of the distribution to (x, ∞). More generally it is helpful to consider tail properties of functions.
Sergey Foss, Dmitry Korshunov, Stan Zachary   +2 more
openaire   +1 more source

Transformation of distributions into heavy tailed

SPIE Proceedings, 2016
We consider the transformation of the Raleigh distribution into a new distribution so that the new distribution behaves approximately the same as the Rayleigh for small values of the argument but becomes heavy tailed for large values.
openaire   +1 more source

Anisotropic Heavy-Metal-Free Semiconductor Nanocrystals: Synthesis, Properties, and Applications

Chemical Reviews, 2023
Xuyong Yang, Zuliang Du, Guohua Jia
exaly  

Chiral perturbation theory for heavy hadrons and chiral effective field theory for heavy hadronic molecules

Physics Reports, 2023
Lu Meng, Bo Wang, Wang GuangJuan
exaly