Heavy-Tail Phenomena Probabilistic and Statistical Modeling /

• Κύριος συγγραφέας: Resnick, Sidney I. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2007.
• Σειρά: Springer Series in Operations Research and Financial Engineering,
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Mathematical models.; Operations research.; Management science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Applications of Mathematics.; Operations Research, Management Science.; Mathematical Modeling and Industrial Mathematics.

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking i...

Πίνακας περιεχομένων:

• Crash Courses
• Crash Course I: Regular Variation
• Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis
• Statistics
• Dipping a Toe in the Statistical Water
• Probability
• The Poisson Process
• Multivariate Regular Variation and the Poisson Transform
• Weak Convergence and the Poisson Process
• Applied Probability Models and Heavy Tails
• More Statistics
• Additional Statistics Topics
• Appendices
• Notation and Conventions
• Software.