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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Autors principals: Foss, Serguei, 1953-, Koršunov, Dmitrij Alekseevič, 1966- (Autor), Zachary, Stan S., 19..- (Autor)
Format: Livre numérique
Idioma:Anglais
Publicat: New York, NY : Springer New York [20..].
Cham : Springer Nature
Edició:1st ed. 2011.
Col·lecció:Springer Series in Operations Research and Financial Engineering 38
Matèries:
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Accès Université d'Orléans
Accès INSA CVL
Nota: Description d'après consultation du 14 mai 2012
Archives Springer e-books (Licence nationale)
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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
Taula de continguts:
  • Preface Introduction Heavy- and long-tailed distributions Subexponential distributions.- Densities and local probabilities Maximum of random walks References Index.