Limitar la búsqueda a ejemplares disponibles

Cubierta del libro
Autor Foss, Sergey. author.

Título An Introduction to Heavy-Tailed and Subexponential Distributions [electronic resource] / by Sergey Foss, Dmitry Korshunov, Stan Zachary.

Publicación New York, NY : Springer New York, 2011.
Edición 1.
Descripción física IX, 123 p. 1 illus. online resource.
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
Colección Springer Series in Operations Research and Financial Engineering, 1431-8598 ; 38
Springer Series in Operations Research and Financial Engineering, 1431-8598 ; 38
       Mostrar referencias similares
Springer eBooks. Mathematics and Statistics
       Mostrar referencias similares
Contiene: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions.- Densities and local probabilities -- Maximum of random walks -- References -- Index.
Resumen: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.  This monograph defines the classes of long-tailed and subexponential distributions in one dimension and provides a complete and comprehensive description of their properties. New results are presented in a simple, coherent and systematic way. This leads to a comprehensive exposition of tail properties of sums of independent random variables whose distributions belong to the long-tailed and subexponential class. The book includes a discussion of and references to contemporary areas of applications and also contains preliminary mathematical material which makes the book self contained. Modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
Materia Mathematics.
Statistical physics.
Dynamical systems.
       Mostrar referencias similares
Probability Theory and Stochastic Processes.
       Mostrar referencias similares
Statistics for Business/Economics/Mathematical Finance/Insurance.
       Mostrar referencias similares
Statistical Physics, Dynamical Systems and Complexity.
       Mostrar referencias similares
Autor secundario Korshunov, Dmitry., author.
Zachary, Stan., author.
SpringerLink (Online service)
En Springer eBooks
OTRO SOPORTE Printed edition: 9781441994721
ISBN 9781441994738 978-1-4419-9473-8
ISBN/ISSN 10.1007/978-1-4419-9473-8 doi