Sergey Foss, Dmitry Korshunov, Stan Zachary

An Introduction to Heavy-Tailed and Subexponential Distributions (eBook, PDF)

• Format: PDF

Produktbeschreibung

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.

Produktdetails

• Verlag: Springer New York
• Erscheinungstermin: 25. Mai 2011
• Englisch
• ISBN-13: 9781441994738
• Artikelnr.: 38307559

Autorenporträt

Sergey Foss is a professor at Heriot-Watt University, Edinburgh, UK. Dmitry Korshunov is a professor at the Sobolev Institute of Mathematics of the Russian Academy of Sciences, Novosibirsk, Russia. Stan Zachary is a professor at Heriot-Watt University, Edinburgh, UK.

Inhaltsangabe

Preface.- Introduction.- Heavy- and long-tailed distributions.- Subexponential distributions.- Densities and local probabilities.- Maximum of random walks.- References.- Index

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Preface.- Introduction.- Heavy- and long-tailed distributions.- Subexponential distributions.- Densities and local probabilities.- Maximum of random walks.- References.- Index.