A Practical Guide to Heavy Tails
Adler, Robert / Taqqu, Murad / Feldman, Raya
This volume contains a unique collection of mathematical essays that resent a battery of techniques and approaches for the statistical analysis of heavy tailed distributions and processes. The articles cover a number of applications of heavy tailed modeling, running the gamut from insurance and finance, to telecommunications and the World Wide Web, and classical signal/noise detection problems.