Heavy-tailed distribution

Formal sciences
Statistics
Descriptive statistics
Probability distribution

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Distributions and Derivatives

Covers distributions, derivatives, convergence, and continuity criteria in function spaces.

Heavy-Tailed Distributions

Explores heavy-tailed distributions, the Hill estimator, convergence to Gaussian, and distribution comparison.

Probability Review

Introduces subgaussian and subexponential random variables, conditional expectation, and Orlicz norms.

Compression: Prediction

Covers the concepts of compression and prediction using prefix-free codes and distributions.

Probability and Statistics

Covers probability distributions, moments, and continuous random variables.

Distributions & Interpolation Spaces

Covers distributions, interpolation spaces, convergence, and the concept of dual spaces.

Bivariate Maxima: Parametric Models and Distributions

Explores bivariate maxima, parametric models, distributions, and dependence functions in statistics.

Extreme Values: Applications and Probability Framework

Explores extreme values in random variables, applications in environmental factors, reliability modeling, block maxima distribution, and the Generalized Extreme Value distribution.

Extreme Value Theory: GEV and GPD

Covers Extreme Value Theory, focusing on GEV and GPD distributions and the POT Model for threshold exceedances.

Financial Time Series: Stylized Facts and Modeling

Explores stylized facts and modeling of financial time series, including ARCH and GARCH processes.