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Heavy-Tailed and Long-Tailed Distributions

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An Introduction to Heavy-Tailed and Subexponential Distributions

Abstract

In this chapter we are interested in (right-) tail properties of distributions, i.e. in properties of a distribution which, for any x, depend only on the restriction of the distribution to (x, ). More generally it is helpful to consider tail properties of functions.

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Correspondence to Sergey Foss .

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Foss, S., Korshunov, D., Zachary, S. (2011). Heavy-Tailed and Long-Tailed Distributions. In: An Introduction to Heavy-Tailed and Subexponential Distributions. Springer Series in Operations Research and Financial Engineering, vol 38. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9473-8_2

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