Thalia.de

An Introduction to Heavy-Tailed and Subexponential Distributions

pHeavy-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./ppOne 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.pp/p/ppp/pppp/pppp/ppGraduate 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./p
Portrait

Sergey Foss is a professor at Heriot-Watt University, Edinburgh, UK. Dmitry Korshunov is a professor at the Sobolev Institute of Mathematics of the Russian Academy of Sciences, Novosibirsk, Russia. Stan Zachary is a professor at Heriot-Watt University, Edinburgh, UK.

Zitat
From the reviews: The book An Introduction to Heavy-Tailed and Subexponential Distributions presents numerous ideas of heaviness for probability distribution tails. It gives precise definitions to common terms such as heavy-tailed and long-tailed, as well as more esoteric terms such as subexponential or h-insensitive. This book is small, self-contained monograph. There are some examples and applications, but the emphasis is on basic properties and classification. (John D. Cook, The Mathematical Association of America, August, 2011) This monograph provides a comprehensive introduction to the theory of long-tailed and sub-exponential distributions. Every chapter ends with historical comments on the topics that it covers, and the book ends with a list of references. Most of the material covered is appearing for the first time in book form, and the book will serve as a valuable reference for researchers interested in tail properties of sums and maxima of independent random variables having long-tailed/sub-exponential distributions. (Sreenivasan Ravi, Mathematical Reviews, Issue 2012 f)
… weiterlesen
In den Warenkorb
Filialabholung

Versandkostenfrei

Bezahlung bei Abholung

Beschreibung

Produktdetails


Einband gebundene Ausgabe
Seitenzahl 157
Erscheinungsdatum 21.05.2013
Sprache Englisch
ISBN 978-1-4614-7100-4
Reihe Springer Series in Operations Research and Financial Engineering
Verlag Springer
Maße (L/B/H) 244/159/17 mm
Gewicht 405
Abbildungen 2 schwarz-weiße Abbildungen
Auflage 2nd ed. 2013.
Buch (gebundene Ausgabe, Englisch)
46,98
inkl. gesetzl. MwSt.
Sofort lieferbar
Versandkostenfrei
In den Warenkorb
Filialabholung

Versandkostenfrei

Bezahlung bei Abholung

Andere Kunden interessierten sich auch für

  • 37314818
    An Introduction to Heavy-Tailed and Subexponential Distributions
    von Sergey Foss
    Buch
    46,99
  • 45243079
    Fantastic Beasts and Where to Find Them. The Original Screenplay
    von Joanne K. Rowling
    (5)
    Buch
    16,99 bisher 21,49
  • 44725232
    Harry Potter and the Cursed Child - Parts I & II (Special Rehearsal Edition)
    von John Tiffany
    (36)
    Buch
    19,99
  • 39151356
    Harry Potter: The Complete Collection
    von Joanne K. Rowling
    (4)
    Buch
    48,95 bisher 71,99
  • 45965122
    The Chemist
    von Stephenie Meyer
    Buch
    13,49 bisher 27,99
  • 34910866
    The Life List
    von Lori Nelson Spielman
    (5)
    Buch
    6,99 bisher 9,70
  • 17914934
    One Line a Day
    von Books LLC Staff Chronicle
    (2)
    Buch
    9,99
  • 38930428
    We Were Liars
    von E. Lockhart
    (6)
    Buch
    7,99 bisher 10,49
  • 31405171
    Game of Thrones 5-Copy Boxed Set
    von George R. R. Martin
    (5)
    Buch
    25,90 bisher 37,49
  • 39151343
    Harry Potter 1 and the Philosopher's Stone
    von Joanne K. Rowling
    (2)
    Buch
    6,99
  • 41516671
    Scratch the World
    Buch
    22,99
  • 46395110
    Tools of Titans
    von Timothy Ferriss
    Buch
    14,99
  • 46095035
    Born A Crime
    von Trevor Noah
    (2)
    Buch
    14,99
  • 39151342
    Harry Potter 2 and the Chamber of Secrets
    von Joanne K. Rowling
    Buch
    6,99
  • 41812060
    Harry Potter and the Philosopher's Stone. Illustrated Edition
    von Joanne K. Rowling
    Buch
    29,99
  • 45996981
    The Bikini Body 28-Day Healthy Eating & Lifestyle Guide
    von Kayla Itsines
    Buch
    17,99 bisher 23,49
  • 44896091
    Born to Run
    von Bruce Springsteen
    Buch
    19,95
  • 40476149
    After You
    von Jojo Moyes
    Buch
    7,99
  • 45165108
    To Kill a Mockingbird
    von Harper Lee
    Schulbuch
    9,99
  • 41659146
    Outlander Boxed Set
    von Diana Gabaldon
    (1)
    Buch
    25,95 bisher 38,49

Kundenbewertungen


Es wurden noch keine Bewertungen geschrieben.

Wird oft zusammen gekauft

An Introduction to Heavy-Tailed and Subexponential Distributions

An Introduction to Heavy-Tailed and Subexponential Distributions

von Stan Zachary , Dmitry Korshunov , Sergey Foss

Buch
46,98
+
=
Uncertainty Theory

Uncertainty Theory

von Baoding Liu

Buch
123,98
+
=

für

170,96

inkl. gesetzl. MwSt.

Alle kaufen