Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgments
- 1 Introduction
- Part I Properties
- 2 Scale Invariance, Power Laws, and Regular Variation
- 3 Catastrophes, Conspiracies, and Subexponential Distributions
- 4 Residual Lives, Hazard Rates, and Long Tails
- Part II Emergence
- Part III Estimation
- Commonly Used Notation
- References
- Index
2 - Scale Invariance, Power Laws, and Regular Variation
from Part I - Properties
Published online by Cambridge University Press: 17 May 2022
- Frontmatter
- Contents
- Preface
- Acknowledgments
- 1 Introduction
- Part I Properties
- 2 Scale Invariance, Power Laws, and Regular Variation
- 3 Catastrophes, Conspiracies, and Subexponential Distributions
- 4 Residual Lives, Hazard Rates, and Long Tails
- Part II Emergence
- Part III Estimation
- Commonly Used Notation
- References
- Index
Summary
An introduction to the class of regularly varying distributions and the important properties of this class, including scale invariance. Examples of applying regularly varying distributions to branching processes are included.
- Type
- Chapter
- Information
- The Fundamentals of Heavy TailsProperties, Emergence, and Estimation, pp. 29 - 55Publisher: Cambridge University PressPrint publication year: 2022