Sidney I. Resnick: Heavy-Tail Phenomena

Cover: 9781441920249 | Heavy-Tail Phenomena | Probabilistic and Statistical Modeling | Buch

Rückseite: 9781441920249 | Heavy-Tail Phenomena | Probabilistic and Statistical Modeling | Buch

Dekorationsartikel gehören nicht zum Leistungsumfang.

Sprache: Englisch

69,54 €

inkl. MwSt.

Versandkostenfrei per Post / DHL

Aktuell nicht verfügbar

Kategorien:

Beschreibung

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

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 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