Heavy-Tail Phenomena Probabilistic and Statistical Modeling /
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 phenomena where there is a significant probability of a single huge value impacting system behavior. Record-breaking i...
Main Author: | |
---|---|
Corporate Author: | |
Language: | English |
Published: |
New York, NY :
Springer New York : Imprint: Springer,
2007.
|
Edition: | 1st ed. 2007. |
Series: | Springer Series in Operations Research and Financial Engineering,
|
Subjects: | |
Online Access: | https://doi.org/10.1007/978-0-387-45024-7 |