Heavy-tailed random vectros: theory and applications
Probability
2026-04-28 v2
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.
Cite
@article{arxiv.2503.12842,
title = {Heavy-tailed random vectros: theory and applications},
author = {Dimitrios G. Konstantinides and Charalampos D. Passalidis},
journal= {arXiv preprint arXiv:2503.12842},
year = {2026}
}