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The Fundamentals of Heavy Tails

- Properties, Emergence, and Estimation

af Jayakrishnan (Indian Institute of Technology Nair

indgår i Cambridge Series in Statistical and Probabilistic Mathematics serien

The Fundamentals of Heavy Tails af Jayakrishnan (Indian Institute of Technology Nair
Bag om The Fundamentals of Heavy Tails

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781316511732
  • Indbinding:
  • Hardback
  • Sideantal:
  • 264
  • Udgivet:
  • 9. juni 2022
  • Udgave:
  • Størrelse:
  • 260x183x19 mm.
  • Vægt:
  • 684 g.
  • 8-11 hverdage.
  • 25. november 2024
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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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