An Introduction to Heavy-Tailed and Subexponential Distributions / Foss, Sergey (2011)  

Público ISBD Título : An Introduction to Heavy-Tailed and Subexponential Distributions Tipo de documento: documento electrónico Autores: Foss, Sergey ; SpringerLink (Online service) ; Korshunov, Dmitry ; Zachary, Stan Editorial: New York, NY : Springer New York Fecha de publicación: 2011 Colección: Springer Series in Operations Research and Financial Engineering, ISSN 1431-8598 num. 38 Número de páginas: IX, 123 p. 1 illus Il.: online resource ISBN/ISSN/DL: 978-1-4419-9473-8 Idioma : Inglés (eng) Palabras clave: Mathematics  Probabilities  Statistical  physics  Dynamical  systems  Statistics  Probability  Theory  and  Stochastic  Processes  for  Business/Economics/Mathematical  Finance/Insurance  Physics,  Systems  Complexity Clasificación: 51 Matemáticas Resumen: 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 Nota de contenido: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions.- Densities and local probabilities -- Maximum of random walks -- References -- Index En línea: http://dx.doi.org/10.1007/978-1-4419-9473-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33185 An Introduction to Heavy-Tailed and Subexponential Distributions [documento electrónico] / Foss, Sergey ; SpringerLink (Online service) ; Korshunov, Dmitry ; Zachary, Stan . - New York, NY : Springer New York, 2011 . - IX, 123 p. 1 illus : online resource. - (Springer Series in Operations Research and Financial Engineering, ISSN 1431-8598; 38) . ISBN : 978-1-4419-9473-8 Idioma : Inglés (eng) Palabras clave: Mathematics  Probabilities  Statistical  physics  Dynamical  systems  Statistics  Probability  Theory  and  Stochastic  Processes  for  Business/Economics/Mathematical  Finance/Insurance  Physics,  Systems  Complexity Clasificación: 51 Matemáticas Resumen: 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 Nota de contenido: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions.- Densities and local probabilities -- Maximum of random walks -- References -- Index En línea: http://dx.doi.org/10.1007/978-1-4419-9473-8 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33185

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An Introduction to Heavy-Tailed and Subexponential Distributions / Foss, Sergey (2013)  

Público ISBD Título : An Introduction to Heavy-Tailed and Subexponential Distributions Tipo de documento: documento electrónico Autores: Foss, Sergey ; SpringerLink (Online service) ; Korshunov, Dmitry ; Zachary, Stan Editorial: New York, NY : Springer New York Fecha de publicación: 2013 Otro editor: Imprint: Springer Colección: Springer Series in Operations Research and Financial Engineering, ISSN 1431-8598 Número de páginas: XI, 157 p Il.: online resource ISBN/ISSN/DL: 978-1-4614-7101-1 Idioma : Inglés (eng) Palabras clave: Mathematics  Probabilities  Statistical  physics  Dynamical  systems  Statistics  Probability  Theory  and  Stochastic  Processes  for  Business/Economics/Mathematical  Finance/Insurance  Physics,  Systems  Complexity Clasificación: 51 Matemáticas Resumen: 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 Nota de contenido: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index En línea: http://dx.doi.org/10.1007/978-1-4614-7101-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32336 An Introduction to Heavy-Tailed and Subexponential Distributions [documento electrónico] / Foss, Sergey ; SpringerLink (Online service) ; Korshunov, Dmitry ; Zachary, Stan . - New York, NY : Springer New York : Imprint: Springer, 2013 . - XI, 157 p : online resource. - (Springer Series in Operations Research and Financial Engineering, ISSN 1431-8598) . ISBN : 978-1-4614-7101-1 Idioma : Inglés (eng) Palabras clave: Mathematics  Probabilities  Statistical  physics  Dynamical  systems  Statistics  Probability  Theory  and  Stochastic  Processes  for  Business/Economics/Mathematical  Finance/Insurance  Physics,  Systems  Complexity Clasificación: 51 Matemáticas Resumen: 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 Nota de contenido: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index En línea: http://dx.doi.org/10.1007/978-1-4614-7101-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32336

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