The Art of Finding Hidden Risks Hidden Regular Variation in the 21st Century /

This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Emphasizing regular variation of measures means theory can be presented systematically and without regard to dimension. Tools are developed that allow a flexible definition of "extreme" i...

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Bibliographic Details

Main Author:	Resnick, Sidney (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Edition:	1st ed. 2024.
Subjects:	Stochastic processes. Probabilities. Stochastic Processes. Applied Probability.
Online Access:	https://doi.org/10.1007/978-3-031-57599-0
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