Compass
发表于 2025-3-23 10:28:12
https://doi.org/10.1007/978-1-4419-9473-8environmental modeling; financial modeling; lognormal distribution; long-tailed distribution; pareto dis
粘土
发表于 2025-3-23 14:36:23
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故意钓到白杨
发表于 2025-3-23 21:55:02
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角斗士
发表于 2025-3-23 23:39:50
1431-8598 e 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.978-1-4419-9473-8Series ISSN 1431-8598 Series E-ISSN 2197-1773
Blemish
发表于 2025-3-24 02:45:23
1431-8598 f applications currently stand -Includes preliminary mathemaThis 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 propertie
Tidious
发表于 2025-3-24 10:07:15
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预测
发表于 2025-3-24 14:14:12
Maximum of Random Walk,ns; we are further interested in the local asymptotics for the maximum in the case of an infinite time horizon. We use direct probabilistic techniques and show that, under the appropriate subexponentiality conditions, the main reason for the maximum to be far away from zero is again that a single increment of the walk is similarly large.
责怪
发表于 2025-3-24 18:48:57
Book 20111st editionresults 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 so
peptic-ulcer
发表于 2025-3-24 21:15:43
Book 20111st editions 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.
魔鬼在游行
发表于 2025-3-24 23:12:33
https://doi.org/10.1007/978-3-7091-3866-3ns (with shape parameter less than 1). Indeed most heavy-tailed distributions used in practice belong to one of these families, which are defined, along with others, in Chap. 2. We also consider the Weibull distribution at the end of this chapter.