Another book chapter is up!

I just wanted to say thanks to the dozen or so folks that have emailed corrections for typos in the chapters of our book that I’ve posted so far…  And, we’ve now posted another chapter.  This chapter is on “multiplicative processes”.  For me, multiplicative processes are almost always the answer to the question of “where do heavy-tails come from?”  So, this is a pretty important chapter for the book…and for developing intuition about when to expect heavy-tailed distributions to emerge.

You can download the new chapter here.

I look forward to your comments!  None of the chapters have been properly edited yet, so I apologize in advance for the typos you’ll surely find…

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Preprints of (a couple) book chapters are live

As the summer winds down, I’m very happy to report that we actually made measurable progress on our book project this summer!

I’ve been working on a book “The Fundamentals of Heavy Tails” for more years than I’d like to admit now, but progress has been very slow — especially since I became department chair.  Well, this summer I finally managed to put aside a day a week for book writing and it paid off!  We’ve completed drafts of two chapters and have two more that are nearly complete!

Many of the other chapters just require polishing too! So, hopefully, we’ll be able to continue to release chapters during the fall…

In the meantime, I’d love to get comments on the completed chapters, so please take a look and then write to me.  You can download chapters here. (We ask that you fill out a form so that we can contact you with updates as we release more chapters and complete the book.)

Enjoy!