most citedOutliers, the Law of Large Numbers, Index of Stability and Heavy Tails

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math.PR2016★ 2 cited

Outliers, the Law of Large Numbers, Index of Stability and Heavy Tails

Lev B. Klebanov, Ashot V. Kakosyan, Andrea Karlova

We are trying to give a mathematically correct definition of outliers. Our approach is based on the distance between two last order statistics and appears to be connected to the la…

math.PR2014

Casual Stability of Some Systems of Random Variables

Lev B. Klebanov, Lenka Slámová, Ashot Kakosyan +1

Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Kl…