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Detalles bibliogr�ficos

T�tulo: Heavy-Tail Phenomena : Probabilistic and Statistical Modeling
Editor: Springer New York
Fecha de publicaci�n: 2006
Idioma: Ingl�s
ISBN 10: 0387242724
ISBN 13: 9780387242729
Encuadernaci�n: Encuadernaci�n de tapa dura
Estado: Very Good

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Sinopsis

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.

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Sidney Resnick is a Professor at Cornell University.

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