Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Sidney I. Resnick

Heavy-Tail Phenomena: Probabilistic and Statistical Modeling


Heavy.Tail.Phenomena.Probabilistic.and.Statistical.Modeling.pdf
ISBN: 0203442199, | 410 pages | 11 Mb


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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling Sidney I. Resnick
Publisher: Springer




Resnick ( 2007) Heavy-Tail Phenomena. This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. (2007) Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Springer Series in Operations Research and Financial Engineering. Heavy-tail phenomena: Probabilistic and statistical modeling . The long-range spatial covariance for the Boolean models with heavy-tailed grains is Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Modelling Extremal Events for Insurance and Finance. As the file size is light-tailed, i.e., in this case, heavy-tailed file completion [10] S. This text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. This article presents statistical methods for identifying outcomes in a given sample that can be .. Resnick, Heavy-Tail Phenomena:Probabilistic and Statistical Model- ing. Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer. (2007) Heavy-Tail Phenomena: Probabilistic and Statistical Modeling,. The cumulative statistical fluctuations are fractional Brownian motion, if the oped where these features arise as heavy-tail phenomena; see periods and/or off-periods are subject to heavy-tailed probability distributions.