Robust Modeling of Complex Systems with Heavy Tails and Long Memory
Abstract
We study non-standard, non-Gaussian stochastic models, emphasizing their large deviations, extreme values, statistical features and dependence properties with applications to several kinds of risk and complex systems. We focus on structural and distributional properties that explain critical relationships and promote realistic fitting of the models to data. Applications areas are complex networks including data networks, reliability estimation, risk analysis and financial control. The models are typically non-Gaussian, often driven by Poisson or Levy noises, may possess heavy tails and/or long range dependence and exhibit unusual fractal and scaling behavior.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 16, 2014
- Accession Number
- ADA613463
Entities
People
- Gennady Samorodnitsky
- Sidney Resnick
Organizations
- Cornell University