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  • 1
    Book
    Book
    Ha er bin : Ha er bin gong ye da xue chu ban she
    UID:
    (DE-627)1645952347
    Format: 245 Seiten , Illustrationen, Fotografien , 26cm
    Edition: Di 1 ban
    Original writing edition: 第1版
    Original writing title: 一个俄罗斯人的哈尔滨情结
    Original writing person/organisation: Коршунов, Сергей
    Original writing publisher: 哈尔滨 : 哈尔滨工业大学出版社
    ISBN: 9787560356181 , 7560356184
    Series Statement: A si tu wen hua xi lie cong shu
    Content: Ben shu nei rong bao kuo:yu ha er bin kai shi jie yuan,Ba fu nu ji ye fu jiao shou,Ao lie ge·Lun zi te ye mu,Ha er bin gong ye da xue di yi ren xiao zhang bi ye yu na ge xue xiao?,Si ta he ye fu jia zu,Ren nan qi ta de e yu ming jiao re ni ya deng
    Language: Chinese , Russian
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  • 2
    UID:
    (DE-627)719398738
    ISSN: 0364-765X
    In: Mathematics of operations research, Catonsville, MD : INFORMS, 1976, 37(2012), 2 vom: Mai, Seite 201-218, 0364-765X
    In: volume:37
    In: year:2012
    In: number:2
    In: month:05
    In: pages:201-218
    Language: English
    Keywords: Aufsatz in Zeitschrift
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  • 3
    UID:
    (DE-605)TT050400935
    Edition: 1
    ISBN: 9781441994738
    Series Statement: Springer Series in Operations Research and Financial Engineering 38
    Additional Edition: Erscheint auch als Druck-Ausgabe 9781441994721
    Language: English
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  • 4
    Online Resource
    Online Resource
    New York, NY : Springer Science+Business Media, LLC
    UID:
    (DE-627)662448359
    Format: Online-Ressource
    Edition: 1
    ISBN: 9781441994738
    Series Statement: Springer Series in Operations Research and Financial Engineering 38
    Language: English
    Subjects: Mathematics
    RVK:
    RVK:
    RVK:
    Keywords: Subexponentielle Verteilung ; Wahrscheinlichkeitsverteilung
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  • 5
    Online Resource
    Online Resource
    New York, NY : Springer Science+Business Media, LLC
    UID:
    (DE-627)664555551
    Format: Online-Ressource , v.: digital
    Edition: Online-Ausg. Springer eBook Collection. Mathematics and Statistics Electronic reproduction; Available via World Wide Web
    ISBN: 9781441994738
    Series Statement: Springer Series in Operations Research and Financial Engineering 38
    Content: 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 usef
    Note: Includes bibliographical references and index , An Introduction to Heavy-Tailed and Subexponential Distributions; Preface; Contents; Notation and Conventions; Chapter 1 Introduction; Chapter 2 Heavy-Tailed and Long-Tailed Distributions; Chapter 3 Subexponential Distributions; Chapter 4 Densities and Local Probabilities; Chapter 5 Maximum of Random Walk; References; Index; , Electronic reproduction; Available via World Wide Web
    Additional Edition: 9781441994721
    Language: English
    Subjects: Mathematics
    RVK:
    RVK:
    RVK:
    Keywords: Subexponentielle Verteilung ; Wahrscheinlichkeitsverteilung
    URL: Volltext  (lizenzpflichtig)
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  • 6
    Online Resource
    Online Resource
    New York, NY : Springer New York
    UID:
    (DE-627)1652404805
    Format: Online-Ressource (XI, 157 p. 2 illus, digital)
    Edition: 2nd ed. 2013
    ISBN: 9781461471011
    Series Statement: Springer Series in Operations Research and Financial Engineering
    Content: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index.
    Content: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions. One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way. Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
    Note: Description based upon print version of record , Preface to the First Edition; Preface; Contents; Notation and Conventions; Chapter 1 Introduction; Chapter 2 Heavy-Tailed and Long-Tailed Distributions; 2.1 Heavy-Tailed Distributions; 2.2 Characterisation of Heavy-Tailed Distributionsin Terms of Generalised Moments; 2.3 Lower Limit for Tails of Convolutions; 2.4 Long-Tailed Functions and Their Properties; 2.5 Long-Tailed Distributions; 2.6 Long-Tailed Distributions and Integrated Tails; 2.7 Convolutions of Long-Tailed Distributions; 2.8 h-Insensitive Distributions; 2.9 Comments; 2.10 Problems; Chapter 3 Subexponential Distributions , 3.1 Subexponential Distributions on the Positive Half-Line3.2 Subexponential Distributions on the Whole Real Line; 3.3 Subexponentiality and Weak Tail-Equivalence; 3.4 The Class S* of Strong Subexponential Distributions; 3.5 Sufficient Conditions for Subexponentiality; 3.6 Conditions for Subexponentiality in Termsof Truncated Exponential Moments; 3.7 S Is a Proper Subset of L; 3.8 Does FS Imply That FIS?; 3.9 Closure Properties of the Class of Subexponential Distributions; 3.10 Kesten's Bound; 3.11 Subexponentiality and Randomly Stopped Sums; 3.12 Comments; 3.13 Problems , Chapter 4 Densities and Local Probabilities4.1 Long Tailed Densities and Their Convolutions; 4.2 Subexponential Densities on the Positive Half-Line; 4.3 Subexponential Densities on the Real Line; 4.4 Sufficient Conditions for Subexponentiality of Densities; 4.5 bold0mu mumu dotted-Long-Tailed Distributions and Their Convolutions; 4.6 bold0mu mumu dotted-Subexponential Distributions; 4.7 bold0mu mumu dotted-Subexponential Distributions on the Real Line; 4.8 Sufficient Conditions for bold0mu mumu dotted-Subexponentiality; 4.9 Local Asymptotics for a Randomly Stopped Sum , 4.10 Local Subexponentiality of Integrated Tails4.11 Comments; 4.12 Problems; Chapter 5 Maximum of Random Walk; 5.1 Asymptotics for the Maximum of a Random Walkwith a Negative Drift; 5.2 Finite Time Horizon Asymptotics; 5.3 Ladder Structure of Maximum of Random Walk; 5.4 Taboo Renewal Measures; 5.5 Asymptotics for the First Ascending Ladder Height; 5.6 Tail of the Maximum Revisited; 5.7 Local Probabilities of the Maximum; 5.8 Density of the Maximum; 5.9 Explicitly Calculable Ascending Ladder Heights; 5.10 Single Server Queueing System; 5.11 Ruin Probabilities in Cramér-Lundberg Model , 5.12 Subcritical Branching Processes5.13 How Do Large Values of M Occur in Standard Cases?; 5.14 Comments; 5.15 Problems; Answers to Problems; References; Index
    Additional Edition: 9781461471004
    Additional Edition: Druckausg. Foss, Sergey An introduction to heavy-tailed and subexponential distributions New York : Springer, 2013 9781461471004
    Additional Edition: 9781489988324
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Subexponentielle Verteilung ; Subexponentielle Verteilung
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
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  • 7
    UID:
    (DE-605)TT050421082
    Format: XI, 157 p. 2 illus
    Edition: 2nd ed. 2013
    ISBN: 9781461471011
    Series Statement: Springer Series in Operations Research and Financial Engineering
    Additional Edition: Erscheint auch als Druck-Ausgabe 9781461471004
    Language: English
    Keywords: Subexponentielle Verteilung
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  • 8
    Online Resource
    Online Resource
    New York, NY : Springer New York
    UID:
    (DE-602)gbv_1652404805
    Format: Online-Ressource (XI, 157 p. 2 illus, digital)
    Edition: 2nd ed. 2013
    ISBN: 9781461471011
    Series Statement: Springer Series in Operations Research and Financial Engineering
    Content: Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions -- Densities and local probabilities -- Maximum of random walks -- References -- Index.
    Content: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accurately model inputs and outputs of computer and data networks and service facilities such as call centers. They are an essential for describing risk processes in finance and also for insurance premia pricing, and such distributions occur naturally in models of epidemiological spread. The class includes distributions with power law tails such as the Pareto, as well as the lognormal and certain Weibull distributions. One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way. Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
    Note: Description based upon print version of record , Preface to the First Edition; Preface; Contents; Notation and Conventions; Chapter 1 Introduction; Chapter 2 Heavy-Tailed and Long-Tailed Distributions; 2.1 Heavy-Tailed Distributions; 2.2 Characterisation of Heavy-Tailed Distributionsin Terms of Generalised Moments; 2.3 Lower Limit for Tails of Convolutions; 2.4 Long-Tailed Functions and Their Properties; 2.5 Long-Tailed Distributions; 2.6 Long-Tailed Distributions and Integrated Tails; 2.7 Convolutions of Long-Tailed Distributions; 2.8 h-Insensitive Distributions; 2.9 Comments; 2.10 Problems; Chapter 3 Subexponential Distributions , 3.1 Subexponential Distributions on the Positive Half-Line3.2 Subexponential Distributions on the Whole Real Line; 3.3 Subexponentiality and Weak Tail-Equivalence; 3.4 The Class S* of Strong Subexponential Distributions; 3.5 Sufficient Conditions for Subexponentiality; 3.6 Conditions for Subexponentiality in Termsof Truncated Exponential Moments; 3.7 S Is a Proper Subset of L; 3.8 Does FS Imply That FIS?; 3.9 Closure Properties of the Class of Subexponential Distributions; 3.10 Kesten's Bound; 3.11 Subexponentiality and Randomly Stopped Sums; 3.12 Comments; 3.13 Problems , Chapter 4 Densities and Local Probabilities4.1 Long Tailed Densities and Their Convolutions; 4.2 Subexponential Densities on the Positive Half-Line; 4.3 Subexponential Densities on the Real Line; 4.4 Sufficient Conditions for Subexponentiality of Densities; 4.5 bold0mu mumu dotted-Long-Tailed Distributions and Their Convolutions; 4.6 bold0mu mumu dotted-Subexponential Distributions; 4.7 bold0mu mumu dotted-Subexponential Distributions on the Real Line; 4.8 Sufficient Conditions for bold0mu mumu dotted-Subexponentiality; 4.9 Local Asymptotics for a Randomly Stopped Sum , 4.10 Local Subexponentiality of Integrated Tails4.11 Comments; 4.12 Problems; Chapter 5 Maximum of Random Walk; 5.1 Asymptotics for the Maximum of a Random Walkwith a Negative Drift; 5.2 Finite Time Horizon Asymptotics; 5.3 Ladder Structure of Maximum of Random Walk; 5.4 Taboo Renewal Measures; 5.5 Asymptotics for the First Ascending Ladder Height; 5.6 Tail of the Maximum Revisited; 5.7 Local Probabilities of the Maximum; 5.8 Density of the Maximum; 5.9 Explicitly Calculable Ascending Ladder Heights; 5.10 Single Server Queueing System; 5.11 Ruin Probabilities in Cramér-Lundberg Model , 5.12 Subcritical Branching Processes5.13 How Do Large Values of M Occur in Standard Cases?; 5.14 Comments; 5.15 Problems; Answers to Problems; References; Index
    Additional Edition: ISBN 9781461471004
    Additional Edition: Druckausg. Foss, Sergey An introduction to heavy-tailed and subexponential distributions New York : Springer, 2013 ISBN 9781461471004
    Additional Edition: ISBN 9781489988324
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Subexponentielle Verteilung ; Subexponentielle Verteilung
    URL: Volltext  (lizenzpflichtig)
    URL: Cover
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  • 9
    UID:
    (DE-627)1749030187
    Format: 1 online resource (132 pages)
    ISBN: 9781441994738
    Series Statement: Springer Series in Operations Research and Financial Engineering Ser. v.38
    Content: 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.
    Content: Intro -- An Introduction to Heavy-Tailed and Subexponential Distributions -- Preface -- Contents -- Notation and Conventions -- Chapter 1 Introduction -- Heavy-Tailed Distributions -- Long-Tailed Distributions -- Subexponential Distributions -- Example: The Weibull Distribution -- Chapter 2 Heavy-Tailed and Long-Tailed Distributions -- 2.1 Heavy-Tailed Distributions -- 2.2 Characterisation of Heavy-Tailed Distributions in Terms of Generalised Moments -- 2.3 Lower Limit for Tails of Convolutions -- 2.4 Long-Tailed Functions and Their Properties -- 2.5 Long-Tailed Distributions -- 2.6 Long-Tailed Distributions and Integrated Tails -- 2.7 Convolutions of Long-Tailed Distributions -- 2.8 h-Insensitive Distributions -- 2.9 Comments -- Chapter 3 Subexponential Distributions -- 3.1 Subexponential Distributions on the Positive Half-Line -- 3.2 Subexponential Distributions on the Whole Real Line -- 3.3 Subexponentiality and Weak Tail-Equivalence -- 3.4 The Class S* of Strong Subexponential Distributions -- 3.5 Sufficient Conditions for Subexponentiality -- 3.6 Conditions for Subexponentiality in Terms of Truncated Exponential Moments -- 3.7 S Is a Proper Subset of L -- 3.8 Does FS Imply That FIS? -- 3.9 Closure Properties of the Class of Subexponential Distributions -- 3.10 Kesten's Bound -- 3.11 Subexponentiality and Randomly Stopped Sums -- 3.12 Comments -- Chapter 4 Densities and Local Probabilities -- 4.1 Long Tailed Densities and Their Convolutions -- 4.2 Subexponential Densities on the Positive Half-Line -- 4.3 Subexponential Densities on the Real Line -- 4.4 Sufficient Conditions for Subexponentiality of Densities -- 4.5 -Long-Tailed Distributions and Their Convolutions -- 4.6 -Subexponential Distributions -- 4.7 -Subexponential Distributions on the Real Line -- 4.8 Sufficient Conditions for -Subexponentiality.
    Note: Description based on publisher supplied metadata and other sources
    Additional Edition: 9781441994721
    Additional Edition: Erscheint auch als Druck-Ausgabe 9781441994721
    Language: English
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  • 10
    Online Resource
    Online Resource
    New York, NY : Springer New York | Cham : Springer International Publishing AG
    UID:
    (DE-603)266093159
    Format: 1 Online-Ressource (IX, 123 Seiten) , 1 illus.
    Edition: 1st ed. 2011
    ISBN: 9781441994738 , 1441994734
    Series Statement: Springer Series in Operations Research and Financial Engineering 38
    Additional Edition: Erscheint auch als Druck-Ausgabe Foss, Sergey An Introduction to Heavy-Tailed and Subexponential Distributions New York, NY : Springer New York, 2011 9781441994721
    Additional Edition: 9781441994721
    Additional Edition: 9781441994745
    Language: English
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