An Introduction to Heavy-Tailed and Subexponential Distributions

Language: English

Published by Springer New York Jun 2015, 2015

1489988327 / 9781489988324

Series: Book 23 of 43 - Springer Series in Operations Research and Financial Engineering

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 172 pp. Englisch.

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Title
An Introduction to Heavy-Tailed and Subexponential Distributions
Author
Sergey Foss
Publisher
Springer New York Jun 2015
Publication year
2015
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1489988327
ISBN 13
9781489988324
Edition
2nd Edition
Item weight
271 grams
Dimensions
235x155x10 mm
Series
Book 23 of 43: Springer Series in Operations Research and Financial Engineering

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.74US$ 26.74
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BuchWeltWeit Ludwig Meier e.K.

Germany