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Feldname	Details
Dewey Class	519.2
Titel	An Introduction to Heavy-Tailed and Subexponential Distributions (EB) / by Sergey Foss, Dmitry Korshunov, Stan Zachary.
Verfasser	Foss, Sergey
Added Personal Name	Korshunov, Dmitry
Added Personal Name	Zachary, Stan
Other name(s)	SpringerLink (Online service)
Edition statement	1st edition
Veröffentl	New York, NY : Springer , 2011.
Physical Details	IX, 123 pages, 1 illus. : online resource.
Reihe	Springer Series in Operations Research and Financial Engineering 1431-8598 ; ; 38
ISBN	9781441994738
Summary Note	Heavy-tailed probability distributions are an important component in the modelingÂ 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 describingÂ 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 asÂ the Pareto, as well as the lognormal and certain Weibull distributions. Â This monograph defines the classes ofÂ 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 aÂ discussion of and references to contemporary areas of applications and also contains preliminary mathematicalÂ materialÂ 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.:
Contents note	Preface -- Introduction -- Heavy- and long-tailed distributions -- Subexponential distributions.-Â Densities and local probabilities -- Maximum of random walks -- References -- Index.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-1-4419-9473-8
LINKS ZU 'VERWANDTEN WERKEN	Schlagwörter: . Complex Systems . Distribution (Probability theory) . Economics . Probability theory and stochastic processes . Statistical Physics . Statistical Physics, Dynamical Systems and Complexity . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: author . Foss, Sergey . Korshunov, Dmitry . Zachary, Stan . Corporate Authors: SpringerLink (Online service) . Series: Springer Series in Operations Research and Financial Engineering . Classification: 519.2 . 519.2 (DDC 23) .

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An Introduction to Heavy-Tailed and Subexponential Distributions

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