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arXiv · 2503.12842

Heavy-tailed random vectros: theory and applications

Dimitrios G. Konstantinides·Charalampos D. Passalidis
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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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BibTeXRIS

Dimitrios G. Konstantinides, Charalampos D. Passalidis. 2025-03-17. Heavy-tailed random vectros: theory and applications. https://arxiv.org/abs/2503.12842

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