Results 271 to 280 of about 91,294 (309)

Airborne methane remote measurements reveal heavy-tail flux distribution in Four Corners region [PDF]

Proceedings of the National Academy of Sciences of the United States of America, 2016
Christian Frankenberg, Andrew K Thorpe, Glynn Hulley   +2 more
exaly   +2 more sources

Event and Catchment Controls of Heavy Tail Behavior of Floods

Water Resources Research, 2022
In some catchments, the distribution of annual maximum streamflow shows heavy tail behavior, meaning the occurrence probability of extreme events is higher than if the upper tail decayed exponentially.
Elena Macdonald, Bruno Merz, Björn Guse   +2 more
exaly   +2 more sources

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Heavy tails and currency crises

Journal of Empirical Finance, 2007
In affine models of foreign exchange rate returns, the nature of cross sectional interdependence in crisis periods hinges on the tail properties of the fundamentals' distribution. If the fundamentals exhibit thin tails like the normal distribution, the dependence vanishes asymptotically; while the dependence remains in the case of heavy tailed ...
Straetmans, S.T.M., Hartmann, Ph., de Vries, C.G.   +2 more
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HARCH Processes are Heavy Tailed

Extremes, 1999
A \(\text{HARCH}(k)\) process \(R_n\) is defined by the recursive relations \[ R_n=\sigma_n\varepsilon_n, \qquad \sigma_n^2=c_0+\sum_{j=1}^kc_j \left( \sum_{i=1}^j R_{n-i} \right)^2 \] where the \(c_j\) are some nonrandom constants, \(\varepsilon_n\) are i.i.d., \(E\varepsilon=0\), \(E\varepsilon^20\) and \(\Pr(\varepsilon^2>c_1^{-1})>0\), then ...
Embrechts, Paul, Grübel, Rudolf
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Second-order heavy-tailed distributions and tail analysis

IEEE Transactions on Signal Processing, 2006
This correspondence studies the second-order distributions of heavy-tail distributed random variables (RVs). Two models for the heavy-tailed distributions are considered: power law and epsi-contaminated distributions. Special cases of the models considered include 1) RVs formed by the product of two independent, but not necessarily identically ...
Tuncer C. Aysal, Kenneth E. Barner
openaire   +1 more source

Straightening out heavy tails

Communications of the ACM, 2010
A better understanding of heavy-tailed probability distributions can improve activities from Internet commerce to the design of server farms.
openaire   +1 more source

On the tail index of a heavy tailed distribution

Annals of the Institute of Statistical Mathematics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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
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Queue Management for the Heavy-Tailed Traffics

2010 International Conference on Broadband, Wireless Computing, Communication and Applications, 2010
The 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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Heavy-Tailed Distributions

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
openaire   +1 more source