An Introduction to Heavy-Tailed and Subexponential Distributions

Reviews / Votes

From the reviews:

"The book An Introduction to Heavy-Tailed and Subexponential Distributions . presents numerous ideas of 'heaviness' for probability distribution tails. It gives precise definitions to common terms such as heavy-tailed and long-tailed, as well as more esoteric terms such as subexponential or h-insensitive. . This book is small, self-contained monograph. There are some examples and applications, but the emphasis is on basic properties and classification." (John D. Cook, The Mathematical Association of America, August, 2011)

"This monograph provides a comprehensive introduction to the theory of long-tailed and sub-exponential distributions. . Every chapter ends with historical comments on the topics that it covers, and the book ends with a list of references. Most of the material covered is appearing for the first time in book form, and the book will serve as a valuable reference for researchers interested in tail properties of sums and maxima of independent random variables having long-tailed/sub-exponential distributions." (Sreenivasan Ravi, Mathematical Reviews, Issue 2012 f)