5 - Additive Processes
from Part II - Emergence
Published online by Cambridge University Press: 17 May 2022
Summary
An introduction to the emergence of heavy-tailed distributions in the context of additive processes.Stable distributions are introduced and the generalized central limit theorem is presented.Further, an example of the emergence of heavy tails in random walks is included.
- Type
- Chapter
- Information
- The Fundamentals of Heavy TailsProperties, Emergence, and Estimation, pp. 107 - 126Publisher: Cambridge University PressPrint publication year: 2022