Items related to Heavy-Tail Phenomena: Probabilistic and Statistical...
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) - Softcover
Synopsis
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 probability modeling and statistical methods for fitting models.
"synopsis" may belong to another edition of this title.
From the Back Cover
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).
About the Author
Sidney Resnick is a Professor at Cornell University.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2010
- ISBN 10 1441920242
- ISBN 13 9781441920249
- BindingPaperback
- LanguageEnglish
- Number of pages423
Other Popular Editions of the Same Title
Search results for Heavy-Tail Phenomena: Probabilistic and Statistical...
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. *Price HAS BEEN REDUCED by 10% until Monday, May 12 (weekend SALE item)* 423 pp., paperback, very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1316628
Quantity: 1 available
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2411530293829
Quantity: Over 20 available
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9781441920249
Quantity: 10 available
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781441920249_new
Quantity: Over 20 available
Seller Image
Heavy-Tail Phenomena
Published by
Springer New York Nov 2010, 2010
ISBN 10: 1441920242
ISBN 13: 9781441920249
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. 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. 424 pp. Englisch. Seller Inventory # 9781441920249
Quantity: 2 available
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
Published by
Springer-Verlag New York Inc., 2010
ISBN 10: 1441920242
ISBN 13: 9781441920249
New
Paperback / softback
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 769. Seller Inventory # C9781441920249
Quantity: Over 20 available
Seller Image
Heavy-Tail Phenomena : Probabilistic and Statistical Modeling
Published by
Springer New York, Springer New York, 2010
ISBN 10: 1441920242
ISBN 13: 9781441920249
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. 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 # 9781441920249
Quantity: 1 available
Seller Image
Heavy-Tail Phenomena
Published by
Springer New York, 2010
ISBN 10: 1441920242
ISBN 13: 9781441920249
New
Kartoniert / Broschiert
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Kartoniert / Broschiert. 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 # 4172573
Quantity: Over 20 available
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 425 pages. 7.80x5.12x1.00 inches. In Stock. Seller Inventory # x-1441920242
Quantity: 2 available
Stock Image
Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering)
Seller: Mispah books, Redhill, SURRE, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: Like New. Like New. book. Seller Inventory # ERICA79714419202426
Quantity: 1 available