An Introduction to Heavy-Tailed and Subexponential Distributions
(Sprache: Englisch)
This book offers a comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension, presenting new results in a simple, coherent and systematic manner that obtains the standard properties of such convolutions.
Leider schon ausverkauft
versandkostenfrei
Buch (Gebunden)
85.55 €
Produktdetails
Produktinformationen zu „An Introduction to Heavy-Tailed and Subexponential Distributions “
This book offers a comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension, presenting new results in a simple, coherent and systematic manner that obtains the standard properties of such convolutions.
Klappentext zu „An Introduction to Heavy-Tailed and Subexponential Distributions “
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. 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.This monograph defines the classes of long-tailed and subexponential distributions in one dimension and provides a complete and comprehensive description of their properties. New results are presented in a simple, coherent and systematic way. This leads to a comprehensive exposition of tail properties of sums of independent random variables whose distributions belong to the long-tailed and subexponential class.
The book includes a discussion of and references to contemporary areas of applications and also contains preliminary mathematical material which makes the book self contained. Modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
Inhaltsverzeichnis zu „An Introduction to Heavy-Tailed and Subexponential Distributions “
Preface.- Introduction.- Heavy- and long-tailed distributions.- Subexponential distributions.- Desnities and local probabilities.- Maxima of random walks.- Bibliography.- Index
Bibliographische Angaben
- Autoren: Sergey Foss , Dmitry Korshunov , Stan Zachary
- 2011, X, 125 Seiten, 3 Schwarz-Weiß-Abbildungen, Maße: 18,5 x 26,5 cm, Gebunden, Englisch
- Verlag: Springer
- ISBN-10: 1441994726
- ISBN-13: 9781441994721
Sprache:
Englisch
Rezension zu „An Introduction to Heavy-Tailed and Subexponential Distributions “
From the reviews:"The book An Introduction to Heavy-Tailed and Subexponential Distributions ... presents numerous ideas of 'heaviness' for probability distribution tails. It gives precise definitions to common terms such as heavy-tailed and long-tailed, as well as more esoteric terms such as subexponential or h-insensitive. ... This book is small, self-contained monograph. There are some examples and applications, but the emphasis is on basic properties and classification." (John D. Cook, The Mathematical Association of America, August, 2011)"This monograph provides a comprehensive introduction to the theory of long-tailed and sub-exponential distributions. ... Every chapter ends with historical comments on the topics that it covers, and the book ends with a list of references. Most of the material covered is appearing for the first time in book form, and the book will serve as a valuable reference for researchers interested in tail properties of sums and maxima of independent random variables having long-tailed/sub-exponential distributions." (Sreenivasan Ravi, Mathematical Reviews, Issue 2012 f)
Kommentar zu "An Introduction to Heavy-Tailed and Subexponential Distributions"
0 Gebrauchte Artikel zu „An Introduction to Heavy-Tailed and Subexponential Distributions“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "An Introduction to Heavy-Tailed and Subexponential Distributions".
Kommentar verfassen