An Introduction to Heavy-Tailed and Subexponential Distributions

Language: English

Published by Springer, Springer Mai 2013, 2013

1461471001 / 9781461471004

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

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This item is printed on demand - Print on Demand Titel. 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 172 pp. Englisch.

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Title
An Introduction to Heavy-Tailed and Subexponential Distributions
Author
Sergey Foss
Publisher
Springer, Springer Mai 2013
Publication year
2013
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1461471001
ISBN 13
9781461471004
Edition
2nd Edition
Item weight
430 grams
Dimensions
241x160x14 mm
Series
Book 23 of 43: Springer Series in Operations Research and Financial Engineering

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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