Characterizing Heavy-Tailed Distributions Induced by Retransmissions

JOURNAL ARTICLE published March 2013 in Advances in Applied Probability

Authors: Predrag R. Jelenković | Jian Tan

Multivariate extremes, aggregation and dependence in elliptical distributions

JOURNAL ARTICLE published September 2002 in Advances in Applied Probability

Authors: Henrik Hult | Filip Lindskog

Heavy-tailed distributions in branching process models of secondary cancerous tumors

JOURNAL ARTICLE published December 2018 in Advances in Applied Probability

Authors: Philip A. Ernst | Marek Kimmel | Monika Kurpas | Quan Zhou

Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims

JOURNAL ARTICLE published March 2013 in Advances in Applied Probability

Authors: Fenglong Guo | Dingcheng Wang

Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims

JOURNAL ARTICLE published March 2009 in Advances in Applied Probability

Authors: C. C. Heyde | Dingcheng Wang

Some multivariate lifetime distributions

JOURNAL ARTICLE published March 1987 in Advances in Applied Probability

Authors: S. G. Ghurye

Asymptotic Dependence for Light-Tailed Homothetic Densities

JOURNAL ARTICLE published June 2012 in Advances in Applied Probability

Authors: Guus Balkema | Natalia Nolde

Asymptotic tail behaviour of Poisson mixtures by applications

JOURNAL ARTICLE published March 1990 in Advances in Applied Probability

Authors: Gordon E. Willmot

A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows

JOURNAL ARTICLE published September 2003 in Advances in Applied Probability

Authors: Sem Borst | Bert Zwart

Heavy-tailed asymptotics of stationary probability vectors of Markov chains of gi/g/1 type

JOURNAL ARTICLE published June 2005 in Advances in Applied Probability

Authors: Quan-Lin Li | Yiqiang Q. Zhao

Quantile and contour regions for multivariate distributions

JOURNAL ARTICLE published June 1980 in Advances in Applied Probability

Authors: Roy Saunders | Purushottam Laud

Mixtures of regressions using matrix-variate heavy-tailed distributions

JOURNAL ARTICLE published 16 March 2024 in Advances in Data Analysis and Classification

Authors: Salvatore D. Tomarchio | Michael P. B. Gallaugher

Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena

JOURNAL ARTICLE published September 1997 in Advances in Applied Probability

Authors: Paul D. Feigin | Sidney I. Resnick

Importance sampling of heavy-tailed iterated random functions

JOURNAL ARTICLE published September 2018 in Advances in Applied Probability

Authors: Bohan Chen | Chang-Han Rhee | Bert Zwart

Asymptotic results on tail moment and tail central moment for dependent risks

JOURNAL ARTICLE published December 2023 in Advances in Applied Probability

Authors: Jinzhu Li

Extremal behavior of heavy-tailed ON-periods in a superposition of ON/OFF processes

JOURNAL ARTICLE published March 2002 in Advances in Applied Probability

Authors: Alwin Stegeman

Large deviations for the empirical measure of heavy-tailed Markov renewal processes

JOURNAL ARTICLE published September 2016 in Advances in Applied Probability

Authors: Mauro Mariani | Lorenzo Zambotti

Local asymptotics of the cycle maximum of a heavy-tailed random walk

JOURNAL ARTICLE published March 2007 in Advances in Applied Probability

Authors: Denis Denisov | Vsevolod Shneer

Multivariate subexponential distributions and random sums of random vectors

JOURNAL ARTICLE published December 2006 in Advances in Applied Probability

Authors: E. Omey | F. Mallor | J. Santos

Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments

JOURNAL ARTICLE published June 2024 in Advances in Applied Probability

Authors: Stefka Asenova | Johan Segers