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...

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Autori principali: Foss, Serguei, 1953-, Koršunov, Dmitrij Alekseevič, 1966- (Autore), Zachary, Stan S., 19..- (Autore)
Natura: Livre numérique
Lingua:Anglais
Pubblicazione: New York, NY : Springer New York [20..].
Cham : Springer Nature
Edizione:2nd ed. 2013.
Serie:Springer Series in Operations Research and Financial Engineering
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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
Sommario:
  • Preface Introduction Heavy- and long-tailed distributions Subexponential distributions Densities and local probabilities Maximum of random walks References Index