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Berlin Brandenburg

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  • 1
    Book
    Book
    New York ; Heidelberg ; Dordrecht ; London : Springer
    Format: xi, 157 Seiten , Diagramme
    Edition: Second edition
    ISBN: 9781461471004 , 9781461471011
    Series Statement: Springer series in operations research and financial engineering
    Language: English
    Subjects: Mathematics
    RVK:
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    Keywords: Subexponentielle Verteilung
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  • 2
    Format: IX, 123 S. , graph. Darst.
    ISBN: 9781441994721 , 9781441994738
    Series Statement: Springer series in operations research and financial engineering
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Subexponentielle Verteilung
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  • 3
    Format: 1 Online-Ressource
    Edition: 2. ed.
    ISBN: 9781461471004 , 9781461471011
    Series Statement: Springer series in operations research and financial engineering
    Language: English
    Subjects: Mathematics
    RVK:
    RVK:
    RVK:
    Keywords: Subexponentielle Verteilung ; Wahrscheinlichkeitsverteilung
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  • 4
    Format: 1 Online-Ressource (IX, 123 S.) , graph. Darst.
    ISBN: 9781441994721 , 9781441994738
    Series Statement: Springer series in operations research and financial engineering
    Language: English
    Subjects: Mathematics
    RVK:
    RVK:
    RVK:
    Keywords: Subexponentielle Verteilung ; Wahrscheinlichkeitsverteilung
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  • 5
    Online Resource
    Online Resource
    New York, NY : Springer New York
    Format: XI, 157 p. 2 illus
    Edition: 2nd ed. 2013
    ISBN: 9781461471011 , 9781461471004
    Series Statement: Springer Series in Operations Research and Financial Engineering
    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 editio
    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: Print version An Introduction to Heavy-Tailed and Subexponential Distributions
    Language: English
    Keywords: Subexponentielle Verteilung
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  • 6
    Online Resource
    Online Resource
    New York, NY : Springer Science+Business Media, LLC
    Format: Online-Ressource , v.: digital
    Edition: Online-Ausg.] 2011 Springer eBook Collection. Mathematics and Statistics Electronic reproduction; Available via World Wide Web
    ISBN: 9781441994738 , 9781441994721
    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: Print version An Introduction to Heavy-Tailed and Subexponential Distributions
    Language: English
    Subjects: Mathematics
    RVK:
    RVK:
    RVK:
    Keywords: Subexponentielle Verteilung ; Wahrscheinlichkeitsverteilung
    URL: Volltext  (Lizenzpflichtig)
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