Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2013
ISBN 10: 1461471001 ISBN 13: 9781461471004
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Hardcover. Condizione: new. Hardcover. 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. Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: Revaluation Books, Exeter, Regno Unito
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Aggiungi al carrelloHardcover. Condizione: Brand New. 2nd edition. 157 pages. 9.25x6.25x0.75 inches. In Stock.
Da: moluna, Greven, Germania
EUR 55,78
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Aggiungi al carrelloGebunden. Condizione: New.
Lingua: Inglese
Editore: Springer New York, Springer New York Mai 2013, 2013
ISBN 10: 1461471001 ISBN 13: 9781461471004
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 64,19
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Aggiungi al carrelloBuch. Condizione: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch.
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Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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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Aggiungi al carrelloCondizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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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Aggiungi al carrelloCondizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer New York Mai 2013, 2013
ISBN 10: 1461471001 ISBN 13: 9781461471004
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 64,19
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Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 172 pp. Englisch.
Da: preigu, Osnabrück, Germania
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Aggiungi al carrelloBuch. Condizione: Neu. An Introduction to Heavy-Tailed and Subexponential Distributions | Sergey Foss (u. a.) | Buch | xi | Englisch | 2013 | Springer US | EAN 9781461471004 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.