The Resource Heavy-tail phenomena : probabilistic and statistical modeling, Sidney I. Resnick

Heavy-tail phenomena : probabilistic and statistical modeling, Sidney I. Resnick

Label
Heavy-tail phenomena : probabilistic and statistical modeling
Title
Heavy-tail phenomena
Title remainder
probabilistic and statistical modeling
Statement of responsibility
Sidney I. Resnick
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Resnick, Sidney I
Illustrations
illustrations
Index
index present
LC call number
QA273.6
LC item number
.R47 2007
Literary form
non fiction
Nature of contents
bibliography
Series statement
Springer series in operations research and financial engineering
http://library.link/vocab/subjectName
  • Extreme value theory
  • Distribution (Probability theory)
  • Finance
Label
Heavy-tail phenomena : probabilistic and statistical modeling, Sidney I. Resnick
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Contents
Introduction -- [Part I. Crash Courses.] Crash course I: Regular variation -- Crash course II: Weak convergence; implications for heavy-tail analysis -- [Part II. Statistics.] Dipping a toe in the statistical water -- [Part III. Probability.] The Poisson process -- Multivariate regular variation and the Poisson transform -- Weak convergence and the Poisson process -- Applied probability models and heavy tails -- [Part IV. More statistics.] Additional statistics topics -- [Part V. Appendices.] Notation and conventions -- Software
Dimensions
25 cm.
Extent
xix, 404 p.
Isbn
9780387242729
Isbn Type
(hbk. : alk. paper)
Lccn
20069346 21
Other physical details
ill.
System control number
  • (OCoLC)77481796
  • (OCoLC)77481796
Label
Heavy-tail phenomena : probabilistic and statistical modeling, Sidney I. Resnick
Publication
Bibliography note
Includes bibliographical references and index
Contents
Introduction -- [Part I. Crash Courses.] Crash course I: Regular variation -- Crash course II: Weak convergence; implications for heavy-tail analysis -- [Part II. Statistics.] Dipping a toe in the statistical water -- [Part III. Probability.] The Poisson process -- Multivariate regular variation and the Poisson transform -- Weak convergence and the Poisson process -- Applied probability models and heavy tails -- [Part IV. More statistics.] Additional statistics topics -- [Part V. Appendices.] Notation and conventions -- Software
Dimensions
25 cm.
Extent
xix, 404 p.
Isbn
9780387242729
Isbn Type
(hbk. : alk. paper)
Lccn
20069346 21
Other physical details
ill.
System control number
  • (OCoLC)77481796
  • (OCoLC)77481796

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