期刊全称 | An Introduction to Heavy-Tailed and Subexponential Distributions | 影响因子2023 | Sergey Foss,Dmitry Korshunov,Stan Zachary | 视频video | | 发行地址 | Provides a complete and comprehensive introduction to the theory of long tailed and subexponential distributions.Expanded text features new exercises and numerous examples.Includes preliminary mathema | 学科分类 | Springer Series in Operations Research and Financial Engineering | 图书封面 |  | 影响因子 | .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..One of the highlights of this new edition is that it includes problems at the end of each chapter. Chapter 5 is also updated to include interesting applications to queueing theory, risk, and branching processes. New results are presented in a simple, coherent and systematic way..Graduate students as well as modelers in the fields of finance, insurance, network science and environmental studies will find this book to be an essential reference.. | Pindex | Textbook 2013Latest edition |
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