An introduction to heavy-tailed and subexponential distributions

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...

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Bibliografiske detaljer
Main Authors: Foss, Serguei (Author), Korshunov, Dmitry (Author), Zachary, S. (Author)
Format: Electronic Resource
Sprog:English
Udgivet: New York, New York Springer New York 2011.
Serier:Springer Series in Operations Research and Financial Engineering 38
Fag:
Online adgang:Available for UP System via Springer Link.