28 citations · 82 across the 5 of their papers we have counts for
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cond-mat.stat-mech2013★ 2 cited
Condensation phenomena in fat-tailed distributions: a characterization by means of an order parameter
Mario Filiasi, Elia Zarinelli, Erik Vesselli +1
Condensation phenomena are ubiquitous in nature and are found in condensed matter, disordered systems, networks, finance, etc. In the present work we investigate one of the best fr…
cond-mat.stat-mech2012★ 28 cited
On the concentration of large deviations for fat tailed distributions, with application to financial data
Mario Filiasi, Giacomo Livan, Matteo Marsili +3
Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a f…