000 | 03218nam a22005657a 4500 | ||
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001 | sulb-eb0022715 | ||
003 | BD-SySUS | ||
005 | 20160413122314.0 | ||
007 | cr nn 008mamaa | ||
008 | 130521s2013 xxu| s |||| 0|eng d | ||
020 |
_a9781461471011 _9978-1-4614-7101-1 |
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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 |
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338 |
_aonline resource _bcr _2rdacarrier |
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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 |
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999 |
_c44807 _d44807 |