Heavy-tailed random vectros: theory and applications

2025/03/17 by Konstantinides, Dimitrios G., Passalidis, Charalampos D. · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2503.12842

Abstract

In this paper we introduce and study several multivariate, heavy-tailed distribution classes, and we explore their closure properties and their applications. We consider the class of multivariate, positively decreasing distributions, and its intersection with other multivariate distribution classes.

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