"Convergência." . . "Varianzanalyse." . . "Finances Models matemàtics." . . "Szélsőértékprobléma statisztikai." . . "Théorie des valeurs extrêmes Modèles mathématiques." . . "Cues, Teoria de." . . "Sztochasztikus modell." . . "Statistical Theory and Methods." . . "Statistical Theory and Methods" . "Probabilités." . . "Distribution (Probability theory)" . . "Teoría de valores extremos." . . "Mathematical Modeling and Industrial Mathematics." . . "Mathematical Modeling and Industrial Mathematics" . "Distribution (Theorie des probabilites) Modeles mathematiques." . . "Distribution (Théorie des probabilités) Modèles mathématiques." . "Extreme value theory Mathematical models." . . "Poisson-Prozess." . . "Valeurs extrêmes, Théorie des." . . "Electronic books" . "Electronic books"@en . . . . "Heavy-Tail Phenomena" . . . . . . . . . . . . . "Heavy-Tail Phenomena : Probabilistic and Statistical Modeling" . . . . . . . "Heavy-Tail Phenomena Probabilistic and Statistical Modeling" . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . "Llibres electrònics" . . . . . . "\"This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking insurance losses, financial returns, sizes of files stored on a server, transmission rates of files are all examples of heavy-tailed phenomena. Key features: Unique text devoted to heavy-tails. The treatment of heavy tails is largely dimensionless. The text gives attention to both probability modeling and statistical methods for fitting models. Most other books focus on one or the other but not both. The book emphasizes the broad applicability of heavy-tails to the fields of finance (e.g., value-at- risk), data networks, insurance. The presentation is clear, efficient and coherent and, balances theory and data analysis to show the applicability and limitations of certain methods. Several chapters examine in detail the mathematical properties of the methodologies as well as their implementation in the Splus or R statistical languages. The exposition is driven by numerous examples and exercises. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of operations research, statistics, applied mathematics, electrical engineering, financial engineering, networking and economics. Sidney Resnick is a Professor at Cornell University and has written several well-known bestsellers: A Probability Path (ISBN: 081764055X), Adventures in Stochastic Processes (ISBN: 0817635912) and Extreme Values, Regular Variation, and Point Processes (ISBN: 0387964819).\" -- Font no determinada." . . . . . . "Heavy-tail phenomena : probabilistic and statistical modeling"@en . "Heavy-tail phenomena : probabilistic and statistical modeling" . "Heavy-tail phenomena : probabilistic and statistical modeling"@hu . . . . . . "Heavy-tail phenomena probabilistic and statistical modeling" . "Heavy-tail phenomena probabilistic and statistical modeling"@en . . . . . . . . . "Probability Theory and Stochastic Processes." . . "Probability Theory and Stochastic Processes" . "Statisztikai modell." . . "Applications of Mathematics." . . "Applications of Mathematics" . "Distribution (théorie des probabilités)." . . "Poisson, Processus de." . . "Probabilitats." . . "Mathematical statistics." . . "Estadística matemàtica." . . "Finances Modeles mathematiques." . . "Finances Modèles mathématiques." . "Finanzas Modelos matemáticos." . . "Distribució (Teoria de la probabilitat) Models matemàtics." . . "Mathematics." . . "Valeurs extrêmes, Théorie des Modèles mathématiques." . . "Extremwertstatistik." . . . . "Probabilidade." . . "Finance Mathematical models." . . "Distribution (Probability theory) Mathematical models." . . "Operations Research, Mathematical Programming." . . "Operations Research, Mathematical Programming" . "Verdelingen (statistiek)" . . "Distribución (Teoría de la probabilidad)" . . "Operations research." . . "Heavy-tailed Verteilung." . .