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An Introduction to Heavy-Tailed and Subexponential Distributions (Record no. 22908)

000 -LEADER
fixed length control field 03188nam a22004815i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151446.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110524s2011 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781441994738
978-1-4419-9473-8
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
Classification number QA274-274.9
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
264 #1 -
-- New York, NY :
-- Springer New York,
-- 2011.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Foss, Sergey.
Relator term author.
245 13 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title An Introduction to Heavy-Tailed and Subexponential Distributions
Medium [electronic resource] /
Statement of responsibility, etc by Sergey Foss, Dmitry Korshunov, Stan Zachary.
250 ## - EDITION STATEMENT
Edition statement 1.
300 ## - PHYSICAL DESCRIPTION
Extent IX, 123p. 1 illus.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Springer Series in Operations Research and Financial Engineering,
International Standard Serial Number 1431-8598 ;
Volume number/sequential designation 38
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions.- Densities and local probabilities -- Maximum of random walks -- References -- Index.
520 ## - SUMMARY, ETC.
Summary, etc 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.  This monograph defines the classes of long-tailed and subexponential distributions in one dimension and provides a complete and comprehensive description of their properties. New results are presented in a simple, coherent and systematic way. This leads to a comprehensive exposition of tail properties of sums of independent random variables whose distributions belong to the long-tailed and subexponential class. The book includes a discussion of and references to contemporary areas of applications and also contains preliminary mathematical material which makes the book self contained. Modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Distribution (Probability theory).
Topical term or geographic name as entry element Economics
General subdivision Statistics.
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
Topical term or geographic name as entry element Statistics for Business/Economics/Mathematical Finance/Insurance.
Topical term or geographic name as entry element Statistical Physics, Dynamical Systems and Complexity.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Korshunov, Dmitry.
Relator term author.
Personal name Zachary, Stan.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781441994721
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4419-9473-8
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-09AUM Main Library2014-04-09 2014-04-09 E-Book   AUM Main Library519.2
Languages: 
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