An Introduction to Heavy-Tailed and Subexponential Distributions¶
Foss, S., Korshunov, & Zachary, S. (2011). An Introduction to Heavy-Tailed and Subexponential Distributions. Springer.
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Primes¶
- Heavy-Tailed Distributions
- A heavy-tailed distribution is one whose probability mass in the extremes decays slowly — far more slowly than the exponential or Gaussian — so that rare, very large events are not negligible but instead dominate sums, averages, and totals.
This sourceDefines heavy-tailed and subexponential distributions: probability mass in the extremes decays sub-exponentially so rare large events are non-negligible and dominate sums (supporting D54-511), and separates this tail-shape property from finite-variance spread (D54-516).
- A heavy-tailed distribution is one whose probability mass in the extremes decays slowly — far more slowly than the exponential or Gaussian — so that rare, very large events are not negligible but instead dominate sums, averages, and totals.
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