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...

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Main Author: Resnick, Sidney I. (Author, http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
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