Modelling Heavy Tailed Phenomena Using a LogNormal Distribution Having a <i>Numerically Verifiable</i> Infinite Variance

One-sided heavy tailed distributions have been used in many engineering applications, ranging from teletraffic modelling to financial engineering. In practice, the most interesting heavy tailed distributions are those having a finite mean and a diverging variance. The LogNormal distribution is somet...

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Principais autores:	Marco Cococcioni, Francesco Fiorini, Michele Pagano
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2023-04-01
coleção:	Mathematics
Assuntos:	non-standard analysis alpha-theory algorithmic numbers non-archimedean scientific computing heavy tailed distributions
Acesso em linha:	https://www.mdpi.com/2227-7390/11/7/1758
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