Heavy-Tail Phenomena Probabilistic and Statistical Modeling
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of phenomena where there is a significant probability of a single huge value
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Forthcoming Muckstadt and Sapra: Models and Solutions in Inventory Management
Sidney I. Resnick
Heavy-Tail Phenomena Probabilistic and Statistical Modeling
Sidney I. Resnick Cornell University School of Operations Research and Industrial Engineering Ithaca, NY 14853 U.S.A. [email protected]
Series Editors: Thomas V. Mikosch University of Copenhagen Laboratory of Actuarial Mathematics DK-1017 Copenhagen Denmark [email protected]
Stephen M. Robinson University of Wisconsin-Madison Department of Industrial Engineering Madison, WI 53706 U.S.A. [email protected]
Sidney I. Resnick Cornell University School of Operations Research and Industrial Engineering Ithaca, NY 14853 U.S.A. [email protected]
Mathematics Subject Classification (2000): 60F17, 60F05, 60K25, 60K10, 60K30, 60G18, 60G51, 60G52, 60G55, 60G57, 60G70, 62G32, 62M10, 62E20, 62F10, 62F12, 62G30, 62G09, 62H20, 62P30, 62P05, 90B18, 90B15, 90B22, 68M20, 91B28, 91B30, 91B70 Library of Congress Control Number: 2006934621 ISBN-10: 0-387-24272-4 ISBN-13: 978-0-387-24272-9
e-ISBN-10: 0-387-45024-6 e-ISBN-13: 978-0-0387-45024-7
Printed on acid-free paper. © 2007 Springer Science+Business Media, LLC All rights reserved. This work may not be translated or copied in whole or in
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