Heavy-Tail Phenomena

Heavy-Tail Phenomena
Author :
Publisher : Springer Science & Business Media
Total Pages : 412
Release :
ISBN-10 : 9780387242729
ISBN-13 : 0387242724
Rating : 4/5 (724 Downloads)

Book Synopsis Heavy-Tail Phenomena by : Sidney I. Resnick

Download or read book Heavy-Tail Phenomena written by Sidney I. Resnick and published by Springer Science & Business Media. This book was released on 2007 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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