| Heavy-Tail Phenomena: Probabilistic and Statistical Modeling Contributor(s): Resnick, Sidney I. (Author) |
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ISBN: 1441920242 ISBN-13: 9781441920249 Publisher: Springer OUR PRICE: $66.49 Product Type: Paperback - Other Formats Published: November 2010 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Applied - Mathematics | Linear & Nonlinear Programming |
| Dewey: 510 |
| Series: Springer Operations Research and Financial Engineering |
| Physical Information: 0.87" H x 7" W x 10" (1.63 lbs) 404 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. 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 a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics. |