Results 21 to 30 of about 2,212,997 (349)
Fractal and Fractional, 2023 In this paper, a fractional Weibull process is utilized in a predictive stochastic differential equation model to allow for skewness and heavy-tailed characteristics.
Wanqing Song, Dongdong Chen, Enrico Zio
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Indagationes Mathematicae, 2023 The present paper is concerned with the stationary workload of queues with heavy-tailed (regularly varying) characteristics. We adopt a transform perspective to illuminate a close connection between the tail asymptotics and heavy-traffic limit in infinite-variance scenarios. This serves as a tribute to some of the pioneering results of J.W.
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MODEL OF THE DIFFUSION PROCESS WITH HEAVY TAILS IN THE DISTRIBUTION [PDF]
Vestnik KRAUNC: Fiziko-Matematičeskie Nauki, 2017 A generator of stable random variables is developed.
Zakharov I. S.
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WIREs Computational Statistics, 2012 AbstractThe concept of heavy‐ or long‐tailed densities (or distributions) has attracted much well‐deserved attention in the literature. A quick search in Google using the keywords long‐tailed statistics retrieves almost 12 million items. The concept has become a pillar of the theory of extremes, and through its connection with outlier‐prone ...
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On the Identification of the Riskiest Directional Components from Multivariate Heavy-Tailed Data
Risks, 2023 In univariate data, there exist standard procedures for identifying dominating features that produce the largest number of observations. However, in the multivariate setting, the situation is quite different.
Miriam Hägele, Jaakko Lehtomaa
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A note on the asymptotics for the randomly stopped weighted sums
Nonlinear Analysis, 2018 Let {Xi , i ⩾ 1} be a sequence of identically distributed real-valued random variables with common distribution FX; let {θi , i ⩾ 1} be a sequence of identically distributed, nonnegative and nondegenerate at zero random variables; and let τ be a positive
Yang Yang, Xi Xi Shi, Xing Fang Huang
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A Review of More than One Hundred Pareto-Tail Index Estimators
Statistica, 2021 Heavy-tailed distributions are often encountered in economics, finance, biology, telecommunications, geology, etc. The heaviness of a tail is measured by a tail index. Numerous methods for tail index estimation have been proposed. This paper reviews more
Igor Fedotenkov
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A New Class of Heavy-Tailed Distributions: Modeling and Simulating Actuarial Measures
Complexity, 2021 Statistical distributions play a prominent role for modeling data in applied fields, particularly in actuarial, financial sciences, and risk management fields.
Jin Zhao +4 more
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Runaway events dominate the heavy tail of citation distributions [PDF]
arXiv.org, 2012 Statistical distributions with heavy tails are ubiquitous in natural and social phenomena. Since the entries in heavy tail have unproportional significance, the knowledge of its exact shape is very important.
M. Golosovsky, S. Solomon
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Heavy-Tailed Independent Component Analysis [PDF]
2015 IEEE 56th Annual Symposium on Foundations of Computer Science, 2015 30 ...
Anderson, Joseph +3 more
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