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Heavy-Tail Phenomena - Probabilistic and Statistical Modeling (Paperback, Softcover reprint of hardcover 1st ed. 2007) Loot Price: R1,960
Discovery Miles 19 600
Heavy-Tail Phenomena - Probabilistic and Statistical Modeling (Paperback, Softcover reprint of hardcover 1st ed. 2007): Sidney...

Heavy-Tail Phenomena - Probabilistic and Statistical Modeling (Paperback, Softcover reprint of hardcover 1st ed. 2007)

Sidney I. Resnick

Series: Springer Series in Operations Research and Financial Engineering

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Loot Price R1,960 Discovery Miles 19 600 | Repayment Terms: R184 pm x 12*

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This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of many phenomena where the probability of a single huge value impacts heavily. Record-breaking insurance losses, financial-log returns, files sizes stored on a server, transmission rates of files are all examples of heavy-tailed phenomena.

Key features:

* Unique text devoted to heavy-tails

* Emphasizes both probability modeling and statistical methods for fitting models. Most treatments focus on one or the other but not both

* Presents broad applicability of heavy-tails to the fields of data networks, finance (e.g., value-at- risk), insurance, and hydrology

* Clear, efficient and coherent exposition, balancing theory and actual data to show the applicability and limitations of certain methods

* Examines in detail the mathematical properties of the methodologies as well as their implementation in Splus or R statistical languages

* Exposition driven by numerous examples and exercises

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 (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Springer Series in Operations Research and Financial Engineering
Release date: November 2010
First published: 2007
Authors: Sidney I. Resnick
Dimensions: 235 x 178 x 22mm (L x W x T)
Format: Paperback
Pages: 404
Edition: Softcover reprint of hardcover 1st ed. 2007
ISBN-13: 978-1-4419-2024-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
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LSN: 1-4419-2024-2
Barcode: 9781441920249

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