(CS/EE 147 / ACM 217)
The Fundamentals of Heavy Tails

Course Description

Heavy-tails are a continual source of excitement and confusion across disciplines as they are repeatedly "discovered" in new contexts. Within computer systems, heavy-tails seemingly pop up everywhere -- from degree distributions in the internet and social networks to file sizes and interarrival times of workloads. However, despite nearly a decade of work on heavy-tails they are still surrounded by confusion within computer science. In this course we will provide an introduction and overview of three main topics about heavy-tails:

• Properties: What are heavy-tails? and how are they different than light-tails?
• Emergence: Why do heavy-tails seemingly pop up everywhere?
• Identification: How can heavy-tails be rigorously identified in data?

Instructors

Adam Wierman, adamw@caltech.edu

Teaching Assistant

Niangjun Chen
Xiaoqi Ren

Course details

MWF 1-2pm, 213 ANB
Most weeks we will only meet twice, typically WF, but some weeks will be different.

All course communication will happen through Piazza.

Course disclaimer

My goal in teaching this course is to test a new book I am writing on the topic of heavy tails. So, I will be attempting to hand out a book chapter each week as the notes for each lecture, and the assignments will all be designed to have you all help to test / fill in / polish various aspects of the book. Thanks in advance for your patience!