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The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century 2024 edition
Sidney Resnick
The Art of Finding Hidden Risks: Hidden Regular Variation in the 21st Century 2024 edition
Sidney Resnick
This text gives a comprehensive, largely self-contained treatment of multivariate heavy tail analysis. Tools are developed that allow a flexible definition of "extreme" in higher dimensions and permit different heavy tails to coexist on the same state space leading to "hidden regular variation" and "steroidal regular variation".
245 pages, 73 Illustrations, color; 32 Illustrations, black and white; Approx. 245 p.
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 2 de agosto de 2024 |
ISBN13 | 9783031575983 |
Editoras | Springer International Publishing AG |
Páginas | 262 |
Dimensões | 566 g |
Idioma | German |
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