Results 1 to 10 of about 888,711 (295)
Heavy operators and hydrodynamic tails [PDF]
SciPost Physics, 2020 The late time physics of interacting QFTs at finite temperature is controlled by hydrodynamics. For CFTs this implies that heavy operators -- which are generically expected to create thermal states -- can be studied semiclassically.
Luca V. Delacretaz
doaj +3 more sources
Linear Regression for Heavy Tails [PDF]
Risks, 2018 There exist several estimators of the regression line in the simple linear regression: Least Squares, Least Absolute Deviation, Right Median, Theil–Sen, Weighted Balance, and Least Trimmed Squares.
Guus Balkema, Paul Embrechts
doaj +3 more sources
Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? [PDF]
Stochastic Models, 2012 We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft truncation regime and hard truncation regime, and show that, in the soft truncation regime, truncated power tails ...
Gennady Samorodnitsky +1 more
exaly +3 more sources
Heavy tails and pruning in programmable photonic circuits for universal unitaries [PDF]
Nature Communications, 2023 Authors model programmable photonic circuits targeting universal unitaries and verify that a type of unit rotation operator has a heavy-tailed distribution.
Sunkyu Yu, Namkyoo Park
doaj +2 more sources
Top Incomes, Heavy Tails, and Rank-Size Regressions
Econometrics, 2018 In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto.
Christian Schluter
doaj +3 more sources
The Asymptotics of Moments for the Remaining Time of Heavy-Tail Distributions
Computer Sciences & Mathematics Forum, 2023 Recent mathematical models of reliability computer systems and telecommunication networks are based on distributions with heavy tails. This paper falls into the category of exploring the classical models with heavy tails: Gnedenko–Weibull, Burr ...
Vladimir Rusev, Alexander Skorikov
doaj +1 more source
Lithuanian Mathematical Journal, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Omey, Edward +2 more
openaire +1 more source
Journal of Water and Climate Change, 2021 Daily precipitation extremes are crucial in the hydrological design of major water control structures and are expected to show a changing tendency over time due to climate change.
Neha Gupta, Sagar Rohidas Chavan
doaj +1 more source
Estimation of the value-at-risk parameter: Econometric analysis and the extreme value theory approach [PDF]
Ekonomski Anali, 2006 In this paper different aspects of value-at-risk estimation are considered. Daily returns of CISCO, INTEL and NASDAQ stock indices are analyzed for period: September 1996 - September 2006. Methods that incorporate time varying variability and heavy tails
Mladenović Zorica, Mladenović Pavle
doaj +1 more source
Minimum of heavy-tailed random variables is not heavy tailed
AIMS Mathematics, 2023 <abstract><p>By constructing an appropriate example, we show that the class of heavy-tailed distributions is not closed under minimum. We provide two independent heavy-tailed random variables, such that their minimum is not heavy tailed. In addition, we establish a few properties of the distributions considered in the example.</p></
Leipus, Remigijus +2 more
openaire +3 more sources