WorldCat Linked Data Explorer

Turtle N-Triple JSON-LD RDF/XML HTML Contact Us Home

http://worldcat.org/entity/work/id/944047881

An Introduction to Heavy-Tailed and Subexponential Distributions

This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book usef.

Open All Close All

type

about

http://schema.org/about

author

contributor

creator

description

http://schema.org/description

  • "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."
  • "This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book usef."@en

genre

http://schema.org/genre

  • "Libros electrónicos"
  • "Statistics"
  • "Electronic books"@en
  • "Electronic books"

name

http://schema.org/name

  • "An Introduction to Heavy-Tailed and Subexponential Distributions"@en
  • "An Introduction to Heavy-Tailed and Subexponential Distributions"
  • "An introduction to heavy-tailed and sibexponential distributions"
  • "Introduction to heavy-tailed and subexponential distributions"@en
  • "An introduction to heavy-tailed and subexponential distributions"
  • "An introduction to heavy-tailed and subexponential distributions"@en
  • "An introduction to heavy tailed and subexponential distributions"

workExample