| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca da FCTUNL Online | Não Ficção | QA273.6.SPR FCT 81468 (Browse shelf) | 1 | Available |
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| QA273.6.SPR FCT 81241 An introduction to heavy-tailed and subexponential distributions | QA273.6.SPR FCT 81353 Applications of discrete-time Markov chains and poisson processes to air pollution modeling and studies | QA273.6.SPR FCT 81453 Stochastic orders in reliability and risk | QA273.6.SPR FCT 81468 An introduction to heavy-tailed and subexponential distributions | QA273.6.SPR FCT 81516 Elliptically contoured models in statistics and portfolio theory | QA273.6.SPR FCT 81716 Laws of small numbers | QA273.6.SPR FCT 82149 Medical applications of finite mixture models |
Colocação: Online
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.
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