Results 11 to 20 of about 26,472 (303)
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
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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
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Heavy tails and currency crises
Journal of Empirical Finance, 2009 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.
C.G. de Vries +8 more
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Tournament rewards and heavy tails [PDF]
Journal of Economic Theory, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mikhail Drugov, Dmitry Ryvkin
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Lithuanian Mathematical Journal, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Omey, Edward +2 more
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Inferring heavy tails of flood distributions through hydrograph recession analysis [PDF]
Hydrology and Earth System Sciences, 2023 Floods are often disastrous due to underestimation of the magnitude of rare events. Underestimation commonly happens when the magnitudes of floods follow a heavy-tailed distribution, but this behavior is not recognized and thus neglected for flood hazard
H.-J. Wang +6 more
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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
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Outliers and the Ostensibly Heavy Tails [PDF]
Mathematical Methods of Statistics, 2019 The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compact supported distributions.
Klebanov, L., Volchenkova, I.
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Revisiting and Modeling Power-Law Distributions in Empirical Outage Data of Power Systems
PRX Energy, 2023 The size distributions of planned and forced outages and their restoration times in power systems have been studied for almost two decades and have drawn great interest as they display heavy tails.
Bálint Hartmann +3 more
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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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