Items related to Heavy-Tail Phenomena: Probabilistic and Statistical...
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) - Hardcover
This comprehensive 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 probability modeling and statistical methods for fitting models.
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 a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
"synopsis" may belong to another edition of this title.
From the Back Cover:
About the Author:
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).
Sidney Resnick is a Professor at Cornell University.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2006
- ISBN 10 0387242724
- ISBN 13 9780387242729
- BindingHardcover
- Number of pages423
Buy New
Learn more about this copy
US$ 96.68
Shipping:
US$ 4.00
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller:
Rating
Book Description Hardcover. Condition: new. New. Fast Shipping and good customer service. Seller Inventory # Holz_New_0387242724
Buy New
US$ 96.68
Convert currency
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller:
Rating
Book Description Condition: new. Seller Inventory # FrontCover0387242724
Buy New
US$ 97.58
Convert currency
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller:
Rating
Book Description Hardcover. Condition: new. New. Seller Inventory # Wizard0387242724
Buy New
US$ 98.43
Convert currency
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller:
Rating
Book Description Condition: New. Buy with confidence! Book is in new, never-used condition. Seller Inventory # bk0387242724xvz189zvxnew
Buy New
US$ 127.33
Convert currency
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller:
Rating
Book Description Condition: New. New! This book is in the same immaculate condition as when it was published. Seller Inventory # 353-0387242724-new
Buy New
US$ 127.33
Convert currency
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller:
Rating
Book Description Hardcover. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # think0387242724
Buy New
US$ 123.11
Convert currency
Seller Image
Heavy-Tail Phenomena
Published by
Springer New York Dez 2006
(2006)
ISBN 10: 0387242724
ISBN 13: 9780387242729
New
Hardcover
Quantity: 2
Seller:
Rating
Book Description Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This comprehensive 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 probability modeling and statistical methods for fitting models.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 a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. 428 pp. Englisch. Seller Inventory # 9780387242729
Buy New
US$ 106.19
Convert currency
Stock Image
HEAVY-TAIL PHENOMENA: PROBABILIS
Seller:
Rating
Book Description Condition: New. New. In shrink wrap. Looks like an interesting title! 2. Seller Inventory # Q-0387242724
Buy New
US$ 135.25
Convert currency
Seller Image
Probabilistic and Statistical Modeling of Heavy Tail Phenomena
Published by
Springer New York
(2006)
ISBN 10: 0387242724
ISBN 13: 9780387242729
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This comprehensive 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 probability modeling and statistical methods for. Seller Inventory # 5909361
Buy New
US$ 89.81
Convert currency
Seller Image
Heavy-Tail Phenomena : Probabilistic and Statistical Modeling
Published by
Springer New York
(2006)
ISBN 10: 0387242724
ISBN 13: 9780387242729
New
Hardcover
Quantity: 1
Seller:
Rating
Book Description Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 andlimitations 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). Seller Inventory # 9780387242729
Buy New
US$ 108.00
Convert currency