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An Introduction to Heavy-Tailed and Subexponential Distributions
Engelsk Hardback
An Introduction to Heavy-Tailed and Subexponential Distributions
Engelsk Hardback

351 kr
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Om denne bog

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.

Product detaljer
Sprog:
Engelsk
Sider:
157
ISBN-13:
9781461471004
Indbinding:
Hardback
Udgave:
ISBN-10:
1461471001
Udg. Dato:
21 maj 2013
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer-Verlag New York Inc.
Oplagsdato:
21 maj 2013
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