Syllabus
1. Main examples of heavy tailed distributions.
2. Stable distributions.
3. Multivariate stable distributions.
4. Infinite divisible and stable distributions.
5. Il-posed problems.
Annotation
The course is devoted to studying the theory of heavy tailed distributions and to dealing with stochastic models based on such distributions. Data with heavy tails have been collected in such fields as economics, telecommunications, physics and biology.
The theory of heavy tailed distributions is also connected with the theory of branching processes.