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Heavy-tail Phenomena 1st  Edition 4.0%OFF

Heavy-tail Phenomena 1st Edition

by Sidney I. Resnick

  • ISBN

    :  

    9780387242729

  • Publisher

    :  

    Springer Verlag,germany

  • Subject

    :  

    Encyclopaedias & Reference Works

  • Binding

    :  

    Hardcover

  • Year

    :  

    2007

9382.0

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9006.0

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  • Description

    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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