Heavy-Tail Phenomena - E-book

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Heavy-tail Phenomena - ENG

Probabilistic And Statistical Modeling

Sidney I. Resnick

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Sinopsis

ISBN:	9780387450247
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	2007-12-03

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.

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