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Heavy-tail phenomena : probabilistic and statistical modeling

Author: Sidney I Resnick
Publisher: New York, N.Y. : Springer, ©2007.
Series: Springer series in operations research.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
"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 and transmission rates of files are all examples  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Resnick, Sidney I.
Heavy-tail phenomena.
New York, N.Y. : Springer, ©2007
(DLC) 2006934621
(OCoLC)77481796
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Sidney I Resnick
ISBN: 9780387450247 0387450246 9780387242729 0387242724
OCLC Number: 232363205
Description: 1 online resource (xix, 404 pages) : illustrations.
Contents: Introduction --
[Part I. Crash Courses.] Crash course I: Regular variation --
Crash course II: Weak convergence; implications for heavy-tail analysis --
[Part II. Statistics.] Dipping a toe in the statistical water --
[Part III. Probability.] The Poisson process --
Multivariate regular variation and the Poisson transform --
Weak convergence and the Poisson process --
Applied probability models and heavy tails --
[Part IV. More statistics.] Additional statistics topics --
[Part V. Appendices.] Notation and conventions --
Software.
Series Title: Springer series in operations research.
Responsibility: Sidney I. Resnick.
More information:

Abstract:

This text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both  Read more...

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place on personal bookshelves of many applied probabilists." (Ilya S. Molchanov, Mathematical Reviews, Issue 2008 j)"`This is a survey of the mathematical, probabilistic and statistical tools used in Read more...

 
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