Heavy-tail phenomena [electronic resource] : probabilistic and statistical modeling / Sidney I. Resnick
- Author:
- Resnick, Sidney I.
- Published:
- New York, N.Y. : Springer, [2007]
- Copyright Date:
- ©2007
- Physical Description:
- 1 volume
- Additional Creators:
- SpringerLink (Online service)
- Access Online:
- ezaccess.libraries.psu.edu
- Series:
- Springer series in operations research and financial engineering
- Contents:
- Part 1 -- Introduction -- Part I -- Crash Course I: Regular Variation -- Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis -- Part II -- Dipping a Toe in the Statistical Water -- Part III -- The Poisson Process -- Multivariate Regular Variation and the Poisson Transform -- Weak Convergence and the Poisson Process -- Applied Probability Models and Heavy Tails -- Part IV -- Additional Statistics Topics -- Part V -- Notation and Conventions -- Software
- Subject(s):
- ISBN:
- 9780387450247
- Note:
- Description based on print version record.
AVAILABLE ONLINE TO AUTHORIZED PSU USERS. - Bibliography Note:
- Includes bibliographical references and index.
- Reproduction Note:
- Electronic reproduction. Berlin : Springer, 2007. Mode of access: World Wide Web. Available via SpringerLink.
View MARC record | catkey: 4568779