An Introduction to Heavy-Tailed and Subexponential Distributions

• Κύριοι συγγραφείς: Foss, Sergey (Συγγραφέας), Korshunov, Dmitry (Συγγραφέας), Zachary, Stan (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2011.
• Έκδοση: 1.
• Σειρά: Springer Series in Operations Research and Financial Engineering, 38
• Θέματα: Mathematics.; Probabilities.; Statistical physics.; Dynamical systems.; Statistics.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistical Physics, Dynamical Systems and Complexity.

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...