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Single-big-jump principle in physical modeling.

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0 Published in 2019 at "Physical review. E"

DOI: 10.1103/physreve.100.012108

Abstract: The big-jump principle is a well-established mathematical result for sums of independent and identically distributed random variables extracted from a fat-tailed distribution. It states that the tail of the distribution of the sum is the… read more here.

Keywords: jump principle; rare events; jump; single big ... See more keywords