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...
Clasificación: | Libro Electrónico |
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Autores principales: | , , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2013.
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Edición: | 2nd ed. 2013. |
Colección: | Springer Series in Operations Research and Financial Engineering,
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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.