000 03218nam a22005657a 4500
001 sulb-eb0022715
003 BD-SySUS
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007 cr nn 008mamaa
008 130521s2013 xxu| s |||| 0|eng d
020 _a9781461471011
_9978-1-4614-7101-1
024 7 _a10.1007/978-1-4614-7101-1
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aFoss, Sergey.
_eauthor.
245 1 3 _aAn Introduction to Heavy-Tailed and Subexponential Distributions
_h[electronic resource] /
_cby Sergey Foss, Dmitry Korshunov, Stan Zachary.
250 _a2nd ed. 2013.
264 1 _aNew York, NY :
_bSpringer New York :
_bImprint: Springer,
_c2013.
300 _aXI, 157 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
505 0 _aPreface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index.
520 _aHeavy-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 in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions.   One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way. Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
650 0 _aMathematics.
650 0 _aProbabilities.
650 0 _aStatistical physics.
650 0 _aDynamical systems.
650 0 _aStatistics.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
650 2 4 _aStatistical Physics, Dynamical Systems and Complexity.
700 1 _aKorshunov, Dmitry.
_eauthor.
700 1 _aZachary, Stan.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461471004
830 0 _aSpringer Series in Operations Research and Financial Engineering,
_x1431-8598
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-7101-1
912 _aZDB-2-SMA
942 _2Dewey Decimal Classification
_ceBooks
999 _c44807
_d44807