Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Sidney I. Resnick

Heavy-Tail Phenomena: Probabilistic and Statistical Modeling


Heavy.Tail.Phenomena.Probabilistic.and.Statistical.Modeling.pdf
ISBN: 0203442199, | 410 pages | 11 Mb


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Heavy-Tail Phenomena: Probabilistic and Statistical Modeling Sidney I. Resnick
Publisher: Springer




Statistics about applications of non-standard stochastic models, emphasizing . Heavy–tailed distributions are typical for phenomena in complex multi–component systems such as biometry, economics, ecological systems, sociology, web access statistics, internet traffic, biblio–metrics, finance and business. SPIRNGER----Heavy-Tail Phenomena Probabilistic and Statistical Modeling 2007. Empirical observations indicate that the To understand the intrinsic factor of such heavy-tailed property, Barabási and Vázquez first propose a priority queuing model and successfully explain the phenomenon of human behavior based on task queue [2, 8, 9]. SPRINGER SIRES IN OR AND FINANCIAL ENGINEERING. Scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on Heavy-tail phenomena, Probabilistic and statistical modeling. In this paper, we analyze the top-one Internet forum in China (“Tianya Club”) and identify the statistical properties of hotspots, which can promptly reflect the crowd events in people's real-life. (Prerequisite: knowledge of probability and statistics at the level of MA 511 and . A similar phenomenon was shown to exist in telecommunication transmission. "Heavy tailed statistical analysis of network session. Discusses a regularization theory of the solution of inverse ill–posed stochastic operator equations, and its application to the estimation of the probability density function, the hazard rate and the identification of Markov models.