Heavy-Tail Phenomena : Probabilistic and Statistical Modeling

Heavy-Tail Phenomena Probabilistic and Statistical Modeling

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking i...

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Detalles Bibliográficos
Autor principal: Resnick, Sidney I. author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York, NY : Springer New York 2007.
Edición:1st ed. 2007.
Colección:Springer Series in Operations Research and Financial Engineering,
Materias:
Probabilities.
Statistics .
Applied mathematics.
Engineering mathematics.
Operations research.
Management science.
Mathematical models.
Probability Theory and Stochastic Processes.
Statistical Theory and Methods.
Applications of Mathematics.
Operations Research, Management Science.
Mathematical Modeling and Industrial Mathematics.
Heavy tail analysis
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009462118306719
Tabla de Contenidos:
  • Crash Courses
  • Crash Course I: Regular Variation
  • Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis
  • Statistics
  • Dipping a Toe in the Statistical Water
  • Probability
  • The Poisson Process
  • Multivariate Regular Variation and the Poisson Transform
  • Weak Convergence and the Poisson Process
  • Applied Probability Models and Heavy Tails
  • More Statistics
  • Additional Statistics Topics
  • Appendices
  • Notation and Conventions
  • Software.

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