An introduction to heavy-tailed and subexponential distributions
General Material Designation
[Book]
First Statement of Responsibility
/ Sergey Foss, Dmitry Korshunov, Stan Zachary
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York
Name of Publisher, Distributor, etc.
: Springer,
Date of Publication, Distribution, etc.
, c2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
ix, 123 p. , 27 cm.
SERIES
Series Title
(Springer series in operations research and financial engineering.)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 119-120) and index.
CONTENTS NOTE
Text of Note
This monograph provides a complete and comprehensive introduction to the theory of long-tailed and subexponential distributions in one dimension. New results are presented in a simple, coherent and systematic way. All the standard properties of such convolutions are then obtained as easy consequences of these results. The book focuses on more theoretical aspects. A discussion of where the areas of applications currently stand in included as is some preliminary mathematical material. Mathematical modelers (for e.g. in finance and environmental science) and statisticians will find this book usef.