We observe the heavy-tailed distribution of cycles in solving some graph coloring instances.
已发现一类着色问题的求解，显现出重尾分布的现象。
In recent years, many scholars have studied risk model with individual claims size is Heavy-tailed.
近年来，很多学者对个体索赔额分布为重尾分布时的风险模型进行了研究。
As a result, on condition of heavy-tailed distributions, it is more important to manage financial market risk.
因此，在厚尾分布条件下金融市场风险管理将更加重要。
It is well known that much attention has been paid to issues of the uniform local asymptotics of the overshoot of a random walk with heavy-tailed increments.
众所周知，带重尾增量的随机游动超出的渐近性的研究备受人们的关注。
Meanwhile, without considering the characters of heavy-tailed distributions, risk management models will certainly underestimate risk and cause seriously effects.
同时，如果不考虑厚尾分布特征，风险管理模型必将低估风险，这可能产生非常严重的后果。
A monotonous relation between the activity and power-law exponent in the group level is found, and in the individual level, we observe heavy-tailed distribution for.
研究发现在群体水平上，间隔时间分布可以用幂律函数近似刻画，并且，其幂指数和对应人群观看电影的活跃程度之间存在单调的关系。
By analyzing the imbalance and heavy-tailed distribution of Internet traffic, a heavy-tailed traffic based classification model for quantitative analysis is proposed.
本文分析了流量动态特性产生的不平衡性及其重尾分布，提出了基于重尾分布的流量分类定量分析模型。
Since the 1960s, heavy-tailed distributions have been widely used in branching processes, queueing theory, risk theory including insurance and finance and other fields.
自从上世纪60年代以来，重尾分布已经在分支过程，排队论，风险理论包括金融保险等领域中有了广泛的应用。
We present a new global scheduling strategy, weights resetting, to balance the weights of constraints and eliminate heavy-tailed behavior in distributed problem solving.
该文提出了一个新的全局调度策略，通过权重的重置，保持权重的相对平衡性，有效地消除了重尾现象。
The authors have proved that the two types of definitions are congruous by using limit theory while discussing the correlation among the subclasses of heavy-tailed distributions.
利用分析中的极限理论等方法，证明了重尾分布的这两种定义是一致的，并给出了重尾分布子族间的相互关系。
The authors have proved that the two types of definitions are congruous by using limit theory, while discussing the correlation among the subclasses of heavy-tailed distributions.
利用分析中的极限理论等方法，证明了重尾分布的这两种定义是一致的，并给出了重尾分布子族间的相互关系。
The estimation of tail index for regular variation heavy-tailed distributions aroused our concern, many scholars proposed several methods, but all of them have some disadvantages.
正规变化重尾分布的尾部指数的估计方法有很多种，但都不同程度地存在一定的局限性。
We obtain two new equivalent conditions of one class of distributions which can dominate all lightly heavy-tailed distributions. They can turn out to be useful in large deviation and risk theory.
给出了能控制一切轻度重尾分布的分布族的两个新的等价条件，它们可以在大偏差理论及风险理论中发挥一定的作用。
Some precise estimates were made of two kinds of ruin probabilities of finite time with heavy- tailed insurance risk and financial risk.
在保险风险和金融风险为重尾分布的条件下，得到了二维风险模型两种破产概率的精确估计以及另外一个破产概率的上下界。
Some precise estimates were made of two kinds of ruin probabilities of finite time with heavy- tailed insurance risk and financial risk.
在保险风险和金融风险为重尾分布的条件下，得到了二维风险模型两种破产概率的精确估计以及另外一个破产概率的上下界。
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