An introduction to heavy-tailed and subexponential distributions:
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY [u.a.]
Springer
2013
|
Ausgabe: | 2. ed. |
Schriftenreihe: | Springer series in operations research and financial engineering
|
Schlagworte: | |
Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9781461471004 9781461471011 |
DOI: | 10.1007/978-1-4614-7101-1 |
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Datensatz im Suchindex
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adam_text | AN INTRODUCTION TO HEAVY-TAILED AND SUBEXPONENTIAL DISTRIBUTIONS
/ FOSS, SERGEY
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PREFACE
INTRODUCTION
HEAVY- AND LONG-TAILED DISTRIBUTIONS
SUBEXPONENTIAL DISTRIBUTIONS
DENSITIES AND LOCAL PROBABILITIES
MAXIMUM OF RANDOM WALKS
REFERENCES
INDEX
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
AN INTRODUCTION TO HEAVY-TAILED AND SUBEXPONENTIAL DISTRIBUTIONS
/ FOSS, SERGEY
: 2013
ABSTRACT / INHALTSTEXT
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 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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
author | Foss, Sergey Koršunov, Dmitrij A. Zachary, Stan |
author_GND | (DE-588)170562441 |
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author_role | aut aut aut |
author_sort | Foss, Sergey |
author_variant | s f sf d a k da dak s z sz |
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dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-1-4614-7101-1 |
edition | 2. ed. |
format | Electronic eBook |
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spelling | Foss, Sergey Verfasser aut An introduction to heavy-tailed and subexponential distributions Sergey Foss ; Dmitry Korshunov ; Stan Zachary 2. ed. New York, NY [u.a.] Springer 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Springer series in operations research and financial engineering Mathematik Statistik Wirtschaft Distribution (Probability theory) Economics / Statistics Mathematics Subexponentielle Verteilung (DE-588)4202696-9 gnd rswk-swf Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd rswk-swf Subexponentielle Verteilung (DE-588)4202696-9 s Wahrscheinlichkeitsverteilung (DE-588)4121894-2 s DE-604 Koršunov, Dmitrij A. Verfasser aut Zachary, Stan Verfasser (DE-588)170562441 aut https://doi.org/10.1007/978-1-4614-7101-1 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026057127&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026057127&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
spellingShingle | Foss, Sergey Koršunov, Dmitrij A. Zachary, Stan An introduction to heavy-tailed and subexponential distributions Mathematik Statistik Wirtschaft Distribution (Probability theory) Economics / Statistics Mathematics Subexponentielle Verteilung (DE-588)4202696-9 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
subject_GND | (DE-588)4202696-9 (DE-588)4121894-2 |
title | An introduction to heavy-tailed and subexponential distributions |
title_auth | An introduction to heavy-tailed and subexponential distributions |
title_exact_search | An introduction to heavy-tailed and subexponential distributions |
title_full | An introduction to heavy-tailed and subexponential distributions Sergey Foss ; Dmitry Korshunov ; Stan Zachary |
title_fullStr | An introduction to heavy-tailed and subexponential distributions Sergey Foss ; Dmitry Korshunov ; Stan Zachary |
title_full_unstemmed | An introduction to heavy-tailed and subexponential distributions Sergey Foss ; Dmitry Korshunov ; Stan Zachary |
title_short | An introduction to heavy-tailed and subexponential distributions |
title_sort | an introduction to heavy tailed and subexponential distributions |
topic | Mathematik Statistik Wirtschaft Distribution (Probability theory) Economics / Statistics Mathematics Subexponentielle Verteilung (DE-588)4202696-9 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd |
topic_facet | Mathematik Statistik Wirtschaft Distribution (Probability theory) Economics / Statistics Mathematics Subexponentielle Verteilung Wahrscheinlichkeitsverteilung |
url | https://doi.org/10.1007/978-1-4614-7101-1 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026057127&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026057127&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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