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|a Resnick, Sidney I.
|0 http://id.loc.gov/authorities/names/n85280969
|1 http://isni.org/isni/0000000108781479.
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|a Heavy-tail phenomena
|h [electronic resource] :
|b probabilistic and statistical modeling /
|c Sidney I. Resnick.
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| 260 |
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|a New York, N.Y. :
|b Springer,
|c ©2007.
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| 300 |
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|a 1 online resource (xix, 404 pages) :
|b illustrations.
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| 336 |
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|a text
|b txt
|2 rdacontent.
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1 |
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|a Springer series in operations research and financial engineering.
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| 504 |
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|a Includes bibliographical references and index.
|
| 505 |
0 |
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|a Introduction -- [Part I. Crash Courses.] Crash course I: Regular variation -- Crash course II: Weak convergence; implications for heavy-tail analysis -- [Part II. Statistics.] Dipping a toe in the statistical water -- [Part III. Probability.] The Poisson process -- Multivariate regular variation and the Poisson transform -- Weak convergence and the Poisson process -- Applied probability models and heavy tails -- [Part IV. More statistics.] Additional statistics topics -- [Part V. Appendices.] Notation and conventions -- Software.
|
| 520 |
1 |
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|a "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 insurance losses, financial returns, sizes of files stored on a server and transmission rates of files are all examples of heavy-tailed phenomena." "Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of operations research, statistics, applied mathematics, electrical engineering, financial engineering, networking and economics."--Jacket.
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|a Print version record.
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| 650 |
|
0 |
|a Extreme value theory
|x Mathematical models.
|
| 650 |
|
0 |
|a Distribution (Probability theory)
|x Mathematical models.
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85048260.
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|i Print version:
|a Resnick, Sidney I.
|t Heavy-tail phenomena.
|d New York, N.Y. : Springer, ©2007
|z 9780387242729
|z 0387242724
|w (DLC) 2006934621
|w (OCoLC)77481796.
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|0 http://id.loc.gov/authorities/names/n94040737.
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|u https://colorado.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-0-387-45024-7
|z Full Text (via Springer)
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|b Springer Nature - Springer Mathematics and Statistics eBooks 2007 English International
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