Description
Springer Heavy-Tail Phenomena Probabilistic and Statistical Modeling by Sidney I. Resnick
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models._x000D__x000D__x000D_Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics._x000D_ Table of contents :- _x000D_
Crash Courses.- Crash Course I: Regular Variation.- Crash Course II: Weak Convergence; Implications for Heavy-Tail Analysis.- Statistics.- Dipping a Toe in the Statistical Water.- Probability.- The Poisson Process.- Multivariate Regular Variation and the Poisson Transform.- Weak Convergence and the Poisson Process.- Applied Probability Models and Heavy Tails.- More Statistics.- Additional Statistics Topics.- Appendices.- Notation and Conventions.- Software._x000D_