Closure Properties for Heavy-Tailed and Related Distributions

£39.99

Closure Properties for Heavy-Tailed and Related Distributions

An Overview

Insurance and actuarial studies Probability and statistics Stochastics

Authors: Remigijus Leipus, Jonas Siaulys, Dimitrios Konstantinides

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Collection: SpringerBriefs in Statistics

Language: English

Published by: Springer

Published on: 14th September 2023

Format: LCP-protected ePub

ISBN: 9783031345531


Overview

This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure.

Content and Features

It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject.

Intended Audience

The book will serve as a useful reference for graduate students, young researchers, and applied scientists.

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