Introduction to Heavy-Tailed and Subexponential Distribution
Introduction to Heavy-Tailed and Subexponential Distribution
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DOI：
10.1007/978-1-4419-9473-8
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发表时间：
2011-01-01
期刊：
影响因子：
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通讯作者：
Zachary, Stan
中科院分区：
文献类型：
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作者：
Foss, Sergey;Korshunov, Dmitry;Zachary, Stan
这是第一版的扩展和更正版本。主要的变化是：-第2章到第5章现在附加了问题和练习的列表。我们还提供了答案和一些解决方案。-第5章包括三个新的部分的应用程序，以投机理论，风险，和分支过程，和一个新的部分描述的时间超过高水平的随机游走及其位置周围的时间。-第5.1，5.2和5.9节延长。
This is an extended and corrected version of the First Edition. The major changes are:–Chapters 2 through 5 are now appended by lists of problems and exercises. We also provide answers and a number of solutions.–Chapter 5 includes three new sections on applications, to queueing theory, to risk, and to branching processes, and a new section describing time to exceed a high level by a random walk and its location around that time.–Sections 5.1, 5.2 and 5.9 are extended.