An Introduction to Heavy-Tailed and Subexponential Distributions
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...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Livre numérique |
| Lenguaje: | Anglais |
| Publicado: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edición: | 2nd ed. 2013. |
| Colección: | Springer Series in Operations Research and Financial Engineering
|
| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • An Introduction to Heavy-Tailed and Subexponential Distributions, Texte imprimé, 9781461471028 • An Introduction to Heavy-Tailed and Subexponential Distributions, Texte imprimé, 9781489988324 • An introduction to heavy-tailed and subexponential distributions, Sergey Foss, Dmitry Korshunov, Stan Zachary., 2nd edition, New York, Springer, 2013, 1 vol. (X-157 p.), Springer series in operations research and financial engineering, 978-1-4614-7100-4 |
| Sumario: | 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 |
|---|---|
| Notas: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9781461471011 |
| ISSN: | 2197-1773 |
| Acceso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |