wyszukanych pozycji: 3
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An Introduction to Heavy-Tailed and Subexponential Distributions
ISBN: 9781489988324 / Angielski / Miękka / 2015 / 157 str. Termin realizacji zamówienia: ok. 22 dni roboczych. 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... Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accuratel... |
cena:
200,77 |
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An Introduction to Heavy-Tailed and Subexponential Distributions
ISBN: 9781461471004 / Angielski / Twarda / 2013 / 157 str. Termin realizacji zamówienia: ok. 22 dni roboczych. 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... Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems. They are frequently used to accuratel... |
cena:
240,93 |
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Markov Chains with Asymptotically Zero Drift: Lamperti's Problem
ISBN: 9781009554220 / Angielski / Twarda / 2025 / 432 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This text examines Markov chains whose drift tends to zero at infinity, a topic sometimes labelled as 'Lamperti's problem'. It can be considered a subcategory of random walks, which are helpful in studying stochastic models like branching processes and queueing systems. Drawing on Doob's h-transform and other tools, the authors present novel results and techniques, including a change-of-measure technique for near-critical Markov chains. The final chapter presents a range of applications where these special types of Markov chains occur naturally, featuring a new risk process with...
This text examines Markov chains whose drift tends to zero at infinity, a topic sometimes labelled as 'Lamperti's problem'. It can be considered a sub...
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cena:
563,09 |