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Cover: 9781441920249 | Heavy-Tail Phenomena | Probabilistic and Statistical Modeling | Buch
Rückseite: 9781441920249 | Heavy-Tail Phenomena | Probabilistic and Statistical Modeling | Buch
Cover: 9781441920249 | Heavy-Tail Phenomena | Probabilistic and Statistical Modeling | Buch
Rückseite: 9781441920249 | Heavy-Tail Phenomena | Probabilistic and Statistical Modeling | Buch
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Heavy-Tail Phenomena
Probabilistic and Statistical Modeling
Taschenbuch von Sidney I. Resnick
Sprache: Englisch

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Beschreibung
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.
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.
Zusammenfassung
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 many phenomena where the probability of a single huge value impacts heavily. Record-breaking insurance losses, financial-log returns, files sizes stored on a server, and transmission rates of files are all examples of heavy-tailed phenomena. The text is uniquely text devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models, while most treatments focus on one or the other but not both. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. The author is a Professor at Cornell University and has written several well-known bestsellers.
Inhaltsverzeichnis
Crash Courses.- Crash Course I: Regular Variation.- Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis.- Statistics.- Dipping a Toe in the Statistical Water.- Probability.- The Poisson Process.- Multivariate Regular Variation and the Poisson Transform.- Weak Convergence and the Poisson Process.- Applied Probability Models and Heavy Tails.- More Statistics.- Additional Statistics Topics.- Appendices.- Notation and Conventions.- Software.
Details
Erscheinungsjahr: 2010
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xix
404 S.
46 s/w Illustr.
ISBN-13: 9781441920249
ISBN-10: 1441920242
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Resnick, Sidney I.
Hersteller: Springer New York
Springer US, New York, N.Y.
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 178 x 23 mm
Von/Mit: Sidney I. Resnick
Erscheinungsdatum: 23.11.2010
Gewicht: 0,734 kg
Artikel-ID: 107219206
Zusammenfassung
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 many phenomena where the probability of a single huge value impacts heavily. Record-breaking insurance losses, financial-log returns, files sizes stored on a server, and transmission rates of files are all examples of heavy-tailed phenomena. The text is uniquely text devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models, while most treatments focus on one or the other but not both. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. The author is a Professor at Cornell University and has written several well-known bestsellers.
Inhaltsverzeichnis
Crash Courses.- Crash Course I: Regular Variation.- Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis.- Statistics.- Dipping a Toe in the Statistical Water.- Probability.- The Poisson Process.- Multivariate Regular Variation and the Poisson Transform.- Weak Convergence and the Poisson Process.- Applied Probability Models and Heavy Tails.- More Statistics.- Additional Statistics Topics.- Appendices.- Notation and Conventions.- Software.
Details
Erscheinungsjahr: 2010
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: xix
404 S.
46 s/w Illustr.
ISBN-13: 9781441920249
ISBN-10: 1441920242
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Resnick, Sidney I.
Hersteller: Springer New York
Springer US, New York, N.Y.
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 178 x 23 mm
Von/Mit: Sidney I. Resnick
Erscheinungsdatum: 23.11.2010
Gewicht: 0,734 kg
Artikel-ID: 107219206
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