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A Practical Guide to Heavy Tails
Author | : Robert Adler |
Publisher | : Springer Science & Business Media |
Total Pages | : 560 |
Release | : 1998-10-26 |
Genre | : Mathematics |
ISBN | : 9780817639518 |
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Twenty-four contributions, intended for a wide audience from various disciplines, cover a variety of applications of heavy-tailed modeling involving telecommunications, the Web, insurance, and finance. Along with discussion of specific applications are several papers devoted to time series analysis, regression, classical signal/noise detection problems, and the general structure of stable processes, viewed from a modeling standpoint. Emphasis is placed on developments in handling the numerical problems associated with stable distribution (a main technical difficulty until recently). No index. Annotation copyrighted by Book News, Inc., Portland, OR