Share

An Introduction to Heavy-Tailed and Subexponential Distributions

2011-05-25 Mathematics
Download An Introduction to Heavy-Tailed and Subexponential Distributions PDF Online Free

Author :
Release : 2011-05-25
Genre : Mathematics
Kind : eBook
Book Rating : 734/5 ( reviews)

GET EBOOK


Book Synopsis An Introduction to Heavy-Tailed and Subexponential Distributions by : Sergey Foss

Download or read book An Introduction to Heavy-Tailed and Subexponential Distributions written by Sergey Foss. This book was released on 2011-05-25. Available in PDF, EPUB and Kindle. Book excerpt: This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book useful.

An Introduction to Heavy-tailed and Subexponential Distributions

2009
Download An Introduction to Heavy-tailed and Subexponential Distributions PDF Online Free

Author :
Release : 2009
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

GET EBOOK


Book Synopsis An Introduction to Heavy-tailed and Subexponential Distributions by : Sergey Foss

Download or read book An Introduction to Heavy-tailed and Subexponential Distributions written by Sergey Foss. This book was released on 2009. Available in PDF, EPUB and Kindle. Book excerpt:

An Introduction to Heavy-Tailed and Subexponential Distributions

2013-05-20 Mathematics
Download An Introduction to Heavy-Tailed and Subexponential Distributions PDF Online Free

Author :
Release : 2013-05-20
Genre : Mathematics
Kind : eBook
Book Rating : 324/5 ( reviews)

GET EBOOK


Book Synopsis An Introduction to Heavy-Tailed and Subexponential Distributions by : Sergey Foss

Download or read book An Introduction to Heavy-Tailed and Subexponential Distributions written by Sergey Foss. This book was released on 2013-05-20. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Fundamentals of Heavy Tails

2022-06-09 Mathematics
Download The Fundamentals of Heavy Tails PDF Online Free

Author :
Release : 2022-06-09
Genre : Mathematics
Kind : eBook
Book Rating : 964/5 ( reviews)

GET EBOOK


Book Synopsis The Fundamentals of Heavy Tails by : Jayakrishnan Nair

Download or read book The Fundamentals of Heavy Tails written by Jayakrishnan Nair. This book was released on 2022-06-09. Available in PDF, EPUB and Kindle. Book excerpt: Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package.

Closure Properties for Heavy-Tailed and Related Distributions

2023-10-16 Mathematics
Download Closure Properties for Heavy-Tailed and Related Distributions PDF Online Free

Author :
Release : 2023-10-16
Genre : Mathematics
Kind : eBook
Book Rating : 533/5 ( reviews)

GET EBOOK


Book Synopsis Closure Properties for Heavy-Tailed and Related Distributions by : Remigijus Leipus

Download or read book Closure Properties for Heavy-Tailed and Related Distributions written by Remigijus Leipus. This book was released on 2023-10-16. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a compact and systematic overview of closure properties of heavy-tailed and related distributions, including closure under tail equivalence, convolution, finite mixing, maximum, minimum, convolution power and convolution roots, and product-convolution closure. It includes examples and counterexamples that give an insight into the theory and provides numerous references to technical details and proofs for a deeper study of the subject. The book will serve as a useful reference for graduate students, young researchers, and applied scientists.

You may also like...