Heavy-Tail Phenomena Probabilistic and Statistical Modeling /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Resnick, Sidney I. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Colección:Springer Series in Operations Research and Financial Engineering,
Temas:
Probabilities.
Statistics .
Mathematics.
Operations research.
Management science.
Mathematical models.
Probability Theory.
Statistical Theory and Methods.
Applications of Mathematics.
Operations Research, Management Science .
Mathematical Modeling and Industrial Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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