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...
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2007. |
| Serie: | Springer Series in Operations Research and Financial Engineering
|
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Sommario:
- 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