Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Hardcover)

Crash Courses.- Crash Course I: Regular Variation.- Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis.- Statistics.- Dipping a Toe in the Statistical Water.- Probability.- The Poisson Process.- Multivariate Regular Variation and the Poisson Transform.- Weak Convergence and the Poisson Process.- Applied Probability Models and Heavy Tails.- More Statistics.- Additional Statistics Topics.- Appendices.- Notation and Conventions.- Software.