Heavy-Tail Phenomena

Probabilistic and Statistical Modeling

Paperback Engels 2010 9781441920249
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9781441920249
Taal:Engels
Bindwijze:paperback
Aantal pagina's:404
Uitgever:Springer New York
Druk:0

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Inhoudsopgave

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.

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        Heavy-Tail Phenomena