An Introduction to Heavy-Tailed and Subexponential Distributions
Seiten
2011
|
2011
Springer-Verlag New York Inc.
978-1-4419-9472-1 (ISBN)
Springer-Verlag New York Inc.
978-1-4419-9472-1 (ISBN)
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This book offers a comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension, presenting new results in a simple, coherent and systematic manner that obtains the standard properties of such convolutions.
This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book useful.
This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book useful.
Preface.- Introduction.- Heavy- and long-tailed distributions.- Subexponential distributions.- Densities and local probabilities.- Maximum of random walks.- References.- Index
| Reihe/Serie | Springer Series in Operations Research and Financial Engineering |
|---|---|
| Zusatzinfo | black & white illustrations |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 178 x 254 mm |
| Gewicht | 459 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Finanz- / Wirtschaftsmathematik |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Naturwissenschaften ► Physik / Astronomie ► Thermodynamik | |
| ISBN-10 | 1-4419-9472-6 / 1441994726 |
| ISBN-13 | 978-1-4419-9472-1 / 9781441994721 |
| Zustand | Neuware |
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