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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| Главные авторы: | , , |
|---|---|
| Формат: | Livre numérique |
| Язык: | Anglais |
| Опубликовано: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Редактирование: | 1st ed. 2011. |
| Серии: | Springer Series in Operations Research and Financial Engineering
38 |
| Предметы: | |
| Online-ссылка: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Примечание: |
Description d'après consultation du 14 mai 2012 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, Sergey Foss, Dmitry Korshunov, Stan Zachary, New York, Springer, 2011, 1 vol. (IX-123 p.), Springer series in operations research and financial engineering, 978-1-441-99472-1 • An Introduction to Heavy-Tailed and Subexponential Distributions, Texte imprimé, 9781441994745 |
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| 100 | 1 | |a Foss, Serguei, |d 1953- | |
| 245 | 1 | 0 | |a An introduction to heavy-tailed and subexponential distributions |c Sergey Foss, Dmitry Korshunov, Stan Zachary. |
| 250 | |a 1st ed. 2011. | ||
| 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 |v 38 |x 2197-1773 | |
| 500 | |a Description d'après consultation du 14 mai 2012 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. p. 119-120 Index p. 121-123 | ||
| 505 | 1 | |a Preface Introduction Heavy- and long-tailed distributions Subexponential distributions.- Densities and local probabilities Maximum of random walks References Index. | |
| 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 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. This monograph defines the classes of long-tailed and subexponential distributions in one dimension and provides a complete and comprehensive description of their properties. New results are presented in a simple, coherent and systematic way. This leads to a comprehensive exposition of tail properties of sums of independent random variables whose distributions belong to the long-tailed and subexponential class. The book includes a discussion of and references to contemporary areas of applications and also contains preliminary mathematical material which makes the book self contained. Modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference. | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 650 | |a Fonctions caractéristiques | ||
| 700 | 1 | |a Koršunov, Dmitrij Alekseevič, |d 1966- |4 aut | |
| 700 | 1 | |a Zachary, Stan S., |d 19..- |4 aut | |
| 776 | 0 | |0 162358261 |t An introduction to heavy-tailed and subexponential distributions |f Sergey Foss, Dmitry Korshunov, Stan Zachary |c New York |n Springer |d 2011 |p 1 vol. (IX-123 p.) |s Springer series in operations research and financial engineering |z 978-1-441-99472-1 | |
| 776 | 0 | |t An Introduction to Heavy-Tailed and Subexponential Distributions |b Texte imprimé |z 9781441994745 | |
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