A Practical Guide to Heavy Tails

By Mark A. McComb. Technometrics, 2000

511 citations recorded by the source corpus.

Subfields: Atomic and Molecular Physics, and Optics, Computational Mechanics

View Paper: https://www.semanticscholar.org/paper/c55f09404c66c91229735b386fe2550eab11e1e4

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In Atomic and Molecular Physics, and Optics

In Computational Mechanics

Citations in the corpus

Improved algorithms for rare event simulation with heavy tails (2006, background): “…complexity; conditional Monte Carlo conditioning; control variate; logarithmic efficiency; M/G/1 queue; Pollaczek–Khinchin formula; rare event; regular variation; stratification; subexponential distribution; Weibull distribution 2000 Mathematics Subject Classification: Primary 65C60 Secondary 60K25”
Hölder regularity for operator scaling stable random fields (2007, unknown): “(cid:2) Self-similar random (cid:12)elds are used in various applications such as internet tra(cid:14)c modelling [29], ground water modelling and mathematical (cid:12)nance, just to mention a few.”
Empirical Characteristic Function Estimation and Its Applications (2004, unknown): “This result is remarkably different from the ML estimator, the least absolute deviation (LAD) estimator, and the least square (LS) estimator where the rates of convergence are n for LAD/ML and (n/ log n) for LS with α being the index parameter in the stable distribution (see, for example, Calder and”
The long-term temporal variability and spectral colour of animal populations (2002, unknown): “Such extreme non-Gaussian (‘Lévy-stable’) behaviour is believed to be the cause of the ‘more time–more variation’ effect in economic time-series and various other complex processes (Adler et al., 1997).”
Ruin probabilities and overshoots for general Lévy insurance risk processes (2004, background): “For more detailed information on the classes S, and in particular on the subexponential class, we refer to [16] and the review paper [24].”