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...
Spremljeno u:
| Glavni autor: | |
|---|---|
| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Izdanje: | 1st ed. 2007. |
| Serija: | Springer Series in Operations Research and Financial Engineering
|
| Teme: | |
| Online pristup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Bilješka: |
L'impression du document génère 414 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Heavy-tail phenomena, probabilistic and statistical modeling, Sidney I. Resnick, 2007, New York, Springer, 1 vol. (XIX-404 p.), Springer series in operations research and financial engineering, 978-0-387-24272-9 |
| LEADER | 04825nam a22004697a 4500 | ||
|---|---|---|---|
| 001 | 939825 | ||
| 008 | 080505q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN123730120 | ||
| 020 | |a 9780387450247 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 084 | |a 60fxx. 2010 | ||
| 084 | |a 60Kxx. 2010 | ||
| 084 | |a 60Gxx. 2010 | ||
| 084 | |a 62-XX. 2010 | ||
| 084 | |a 90Bxx. 2010 | ||
| 100 | 1 | |a Resnick, Sidney I., |d 1945- | |
| 245 | 1 | 0 | |a Heavy-Tail Phenomena : |b Probabilistic and Statistical Modeling |c Sidney I. Resnick. |
| 250 | |a 1st ed. 2007. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Springer Series in Operations Research and Financial Engineering |x 2197-1773 | |
| 500 | |a L'impression du document génère 414 p. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 insurance losses, financial returns, sizes of files stored on a server, transmission rates of files are all examples of heavy-tailed phenomena. Key features: Unique text devoted to heavy-tails. The treatment of heavy tails is largely dimensionless. The text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not both. The book emphasizes the broad applicability of heavy-tails to the fields of finance (e.g., value-at- risk), data networks, insurance. The presentation is clear, efficient and coherent and, balances theory and data analysis to show the applicability and limitations of certain methods. Several chapters examine in detail the mathematical properties of the methodologies as well as their implementation in the Splus or R statistical languages. The exposition is driven by numerous examples and exercises. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of operations research, statistics, applied mathematics, electrical engineering, financial engineering, networking and economics. Sidney Resnick is a Professor at Cornell University and has written several well-known bestsellers: A Probability Path (ISBN: 081764055X), Adventures in Stochastic Processes (ISBN: 0817635912) and Extreme Values, Regular Variation, and Point Processes (ISBN: 0387964819) | ||
| 650 | |a Processus de poisson | ||
| 650 | |a Probabilités | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 650 | |a Théorie des valeurs extrêmes | ||
| 776 | 0 | |0 112172024 |t Heavy-tail phenomena |o probabilistic and statistical modeling |f Sidney I. Resnick |d 2007 |c New York |n Springer |p 1 vol. (XIX-404 p.) |s Springer series in operations research and financial engineering |z 978-0-387-24272-9 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-0-387-45024-7 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-VN8JD9TF-C |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747878951 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-0-387-45024-7 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750891459 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-0-387-45024-7 |z Accès INSA CVL | |
| 997 | |0 939825 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||