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Heavy-Tailed and Long-Tailed Distributions
2011In 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 +2 more
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On the tail index of a heavy tailed distribution
Annals of the Institute of Statistical Mathematics, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2021
In Sec. 2.3.3 we introduced the idea of heavy-tailed distributions from a purely mathematical point of view, where we considered probability distributions for which the central limit theorem does not apply. The terminology arises because the “tails” of the distribution, that is the parts where the variable |x| → ∞, decrease so slowly that in most cases
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In Sec. 2.3.3 we introduced the idea of heavy-tailed distributions from a purely mathematical point of view, where we considered probability distributions for which the central limit theorem does not apply. The terminology arises because the “tails” of the distribution, that is the parts where the variable |x| → ∞, decrease so slowly that in most cases
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Queue Management for the Heavy-Tailed Traffics
2010 International Conference on Broadband, Wireless Computing, Communication and Applications, 2010The purpose of this research is to design the new queueing algorithm effectively controlling the heavy-tailed traffics based on the comparison between the performance of the passive queue algorithm and that of the active queue algorithm. We adopted the tail-drop algorithm for PQM and the Random Early Detection (RED) for AQM, and conducted the ...
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Event and Catchment Controls of Heavy Tail Behavior of Floods
Water Resources Research, 2022Matthias Kemter +2 more
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Tail dependence and heavy tailedness in extreme risks
Insurance: Mathematics and Economics, 2021Ken Seng Tan, Fan Yang
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Heavy and super-heavy tail analysis
2012In this chapter we summarize results in extreme value theory, which are primarily based on the condition that the upper tail of the underlying df is in the δ-neighborhood of a generalized Pareto distribution (GPD). This condition, which looks a bit restrictive at first sight (see Section 2.2), is however essentially equivalent to the condition that ...
Fraga Alves, Isabel +2 more
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Taylor’s law and heavy-tailed distributions
Proceedings of the National Academy of Sciences, 2021Lindquist, W. Brent +1 more
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Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations
Studies in Nonlinear Dynamics and Econometrics, 2022Jiazhu Pan
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