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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling / Edition 1
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling / Edition 1
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Prerequisites for the reader include a prior course in shastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.