The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation

(Bog, Hardback, Engelsk)
Forfattere: Jayakrishnan (Indian Institute of Technology Nair, Adam (California Institute of Technology) Wierman, Bert (Stichting Centrum voor Wiskunde en Informatica (CWI) Zwart

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Beskrivelse

Heavy tails - extreme events more common than expected - are everywhere, but they are still treated as mysterious and confusing because the necessary mathematical models are not widely known. For the first time, this book provides a rigorous introduction to heavy-tailed distributions accessible to anyone who knows elementary probability.

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Alle detaljer

Forlag Cambridge University Press
Forfattere Jayakrishnan (Indian Institute of Technology Nair, Adam (California Institute of Technology) Wierman, Bert (Stichting Centrum voor Wiskunde en Informatica (CWI) Zwart
Type Bog
Format Hardback
Sprog Engelsk
Udgave New ed
Udgivelsesdato 09-06-2022
Første udgivelsesår 2022
Serie Cambridge Series in Statistical and Probabilistic Mathematics
Illustrationer Worked examples or Exercises
Originalsprog United Kingdom
Sideantal 264
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 264 pages, Worked examples or Exercises
Mål 183 x 260 x 19
ISBN-13 / EAN-13 9781316511732