Heavy-tail phenomena: probabilistic and statistical modeling

Introduction

[Part I. Crash Courses.] Crash course I: Regular variation

Crash course II: Weak convergence; implications for heavy-tail analysis

[Part II. Statistics.] Dipping a toe in the statistical water

[Part III. Probability.] The Poisson process

Multivariate regular variation and the Poisson transform

Weak convergence and the Poisson process

Applied probability models and heavy tails

[Part IV. More statistics.] Additional statistics topics

[Part V. Appendices.] Notation and conventions

Software.