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An Introduction to Heavy-Tailed and Subexponential Distributions

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Foss, Sergey (Autor), Korshunov, Dmitry (Autor), Zachary, Stan (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2013.
Edición:2nd ed. 2013.
Colección:Springer Series in Operations Research and Financial Engineering,
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preface
  • Introduction
  • Heavy- and long-tailed distributions
  • Subexponential distributions
  • Densities and local probabilities
  • Maximum of random walks
  • References
  • Index.