An Introduction to Heavy-Tailed and Subexponential Distribution
نام عام مواد
[Book]
ساير اطلاعات عنواني
:[delta
نام نخستين پديدآور
/ by Sergey Foss, Dmitry Korshunov, Stan Zachary
وضعیت ویراست
وضعيت ويراست
2nd ed. 2013.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
New York, NY
نام ناشر، پخش کننده و غيره
: Springer New York :Imprint: Springer,
تاریخ نشرو بخش و غیره
, 2013.
مشخصات ظاهری
نام خاص و کميت اثر
XI, 157 p. 2 illus., online resource.
فروست
عنوان فروست
(Springer Series in Operations Research and Financial Engineering,1431-8598)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Electronic
یادداشتهای مربوط به مندرجات
متن يادداشت
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. One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way. Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
متن يادداشت
Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index.?╗╣
فروست (داده ارتباطی)
عنوان
Springer Series in Operations Research and Financial Engineering,1431-8598
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Mathematics
موضوع مستند نشده
Distribution (Probability theory)
موضوع مستند نشده
Economics, Statistics
موضوع مستند نشده
Electronic books
رده بندی کنگره
شماره رده
E-BOOK
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )