Heavy-Tail Phenomena - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Heavy-Tail Phenomena write by Sidney I. Resnick. This book was released on 2007. Heavy-Tail Phenomena available in PDF, EPUB and Kindle. 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.
Heavy-Tail Phenomena
Heavy-Tail Phenomena - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Heavy-Tail Phenomena write by Sidney I. Resnick. This book was released on 2007-12-03. Heavy-Tail Phenomena available in PDF, EPUB and Kindle. 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.
The Fundamentals of Heavy Tails
The Fundamentals of Heavy Tails - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Fundamentals of Heavy Tails write by Jayakrishnan Nair. This book was released on 2022-06-09. The Fundamentals of Heavy Tails available in PDF, EPUB and Kindle. Heavy tails –extreme events or values more common than expected –emerge everywhere: the economy, natural events, and social and information networks are just a few examples. Yet after decades of progress, they are still treated as mysterious, surprising, and even controversial, primarily because the necessary mathematical models and statistical methods are not widely known. This book, for the first time, provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability. It tackles and tames the zoo of terminology for models and properties, demystifying topics such as the generalized central limit theorem and regular variation. It tracks the natural emergence of heavy-tailed distributions from a wide variety of general processes, building intuition. And it reveals the controversy surrounding heavy tails to be the result of flawed statistics, then equips readers to identify and estimate with confidence. Over 100 exercises complete this engaging package.
Nonparametric Analysis of Univariate Heavy-Tailed Data
Nonparametric Analysis of Univariate Heavy-Tailed Data - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonparametric Analysis of Univariate Heavy-Tailed Data write by Natalia Markovich. This book was released on 2008-03-11. Nonparametric Analysis of Univariate Heavy-Tailed Data available in PDF, EPUB and Kindle. Heavy-tailed distributions are typical for phenomena in complex multi-component systems such as biometry, economics, ecological systems, sociology, web access statistics, internet traffic, biblio-metrics, finance and business. The analysis of such distributions requires special methods of estimation due to their specific features. These are not only the slow decay to zero of the tail, but also the violation of Cramer’s condition, possible non-existence of some moments, and sparse observations in the tail of the distribution. The book focuses on the methods of statistical analysis of heavy-tailed independent identically distributed random variables by empirical samples of moderate sizes. It provides a detailed survey of classical results and recent developments in the theory of nonparametric estimation of the probability density function, the tail index, the hazard rate and the renewal function. Both asymptotical results, for example convergence rates of the estimates, and results for the samples of moderate sizes supported by Monte-Carlo investigation, are considered. The text is illustrated by the application of the considered methodologies to real data of web traffic measurements.
Heavy-Tail Phenomena
Heavy-Tail Phenomena - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Heavy-Tail Phenomena write by Sidney I. Resnick. This book was released on 2008-11-01. Heavy-Tail Phenomena available in PDF, EPUB and Kindle. 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.
