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)
46,99
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 (Taschenbuch)
    46,99
  • 15365119
    Thirteen Reasons Why
    von Jay Asher
    (13)
    Buch (Taschenbuch)
    8,29
  • 47566547
    Good Night Stories for Rebel Girls
    von Francesca Cavallo
    Buch (gebundene Ausgabe)
    16,99
  • 54619015
    Thirteen Reasons Why. TV Tie-In
    von Jay Asher
    Buch (Taschenbuch)
    7,79 bisher 8,99
  • 17283460
    Thirteen Reasons Why
    von Jay Asher
    (13)
    Buch (Taschenbuch)
    8,99
  • 34910866
    The Life List
    von Lori Nelson Spielman
    (5)
    Buch (Taschenbuch)
    6,99 bisher 9,70
  • 1719784
    The Giver
    von Lois Lowry
    (1)
    Schulbuch (Taschenbuch)
    9,99
  • 54193482
    Thirteen Reasons Why
    von Jay Asher
    Buch (Taschenbuch)
    8,99
  • 23361882
    Thirteen Reasons Why
    von Jay Asher
    Schulbuch (Taschenbuch)
    9,60
  • 17345365
    Cornelsen Senior English Library - Literatur / Ab 10. Schuljahr - Looking for Alaska
    von John Green
    (22)
    Schulbuch (Taschenbuch)
    10,25
  • 4593954
    Cornelsen Senior English Library - Literatur / Ab 10. Schuljahr - The Perks of Being a Wallflower
    von Stephen Chbosky
    (25)
    Schulbuch (Taschenbuch)
    10,25
  • 46576306
    The Hate U Give
    von Angie Thomas
    (1)
    Buch (gebundene Ausgabe)
    9,99 bisher 13,49
  • 38930428
    We Were Liars
    von E. Lockhart
    (11)
    Buch (Taschenbuch)
    7,99 bisher 10,49
  • 45243079
    Fantastic Beasts and Where to Find Them. The Original Screenplay
    von Joanne K. Rowling
    (17)
    Buch (gebundene Ausgabe)
    14,95 bisher 21,99
  • 14751780
    Cornelsen Senior English Library - Literatur / Ab 10. Schuljahr - The Curious Incident of the Dog in the Night-Time
    von Mark Haddon
    (11)
    Schulbuch (Taschenbuch)
    10,25
  • 40670892
    Perfect
    von Cecelia Ahern
    Buch (Taschenbuch)
    8,69 bisher 9,99
  • 43831163
    A Court of Thorns and Roses 3
    von Sarah J. Maas
    Buch (Taschenbuch)
    8,09
  • 46297446
    Court of Wings and Ruin
    von Sarah J. Maas
    Buch (gebundene Ausgabe)
    17,99
  • 32901389
    The Hunger Games
    von Suzanne Collins
    (1)
    Schulbuch (Taschenbuch)
    8,99
  • 45795728
    Norse Mythology
    von Neil Gaiman
    Buch (gebundene Ausgabe)
    11,59 bisher 12,89

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 (gebundene Ausgabe, Englisch)
46,99
+
=
Milk and Honey

Milk and Honey

von Rupi Kaur

(2)
Buch (Taschenbuch)
12,99
bisher 14,99
+
=

für

59,98

inkl. gesetzl. MwSt.

Alle kaufen