On the concentration of large deviations for fat tailed distributions, with application to financial data
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Publication:3302064
DOI10.1088/1742-5468/2014/09/P09030zbMath1456.60065arXiv1201.2817OpenAlexW3123909879MaRDI QIDQ3302064
Maria Peressi, Mario Filiasi, Erik Vesselli, Giacomo Livan, Elia Zarinelli, Matteo Marsili
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.2817
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