Heavy-Tail Phenomena - Probabilistic and Statistical Modeling - S. Resnick (Springer, 2007)
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 many phenomena where the probability of a single huge value impacts heavily. Record-breaking insurance losses, financial-log returns, files sizes stored on a server, transmission rates of files are all examples of heavy-tailed phenomena.
Key features:
* Unique text devoted to heavy-tails
* Emphasizes both probability modeling and statistical methods for fitting models. Most treatments focus on one or the other but not both
* Presents broad applicability of heavy-tails to the fields of data networks, finance (e.g., value-at- risk), insurance, and hydrology
* Clear, efficient and coherent exposition, balancing theory and actual data to show the applicability and limitations of certain methods
* Examines in detail the mathematical properties of the methodologies as well as their implementation in Splus or R statistical languages
* Exposition driven by numerous examples and exercises
Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use (or at least to learn) a statistics package such as R or Splus. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
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Probability is a vital measure in numerous disciplines, from bioinformatics and econometrics to finance/insurance and computer science. Developed from a successful course, Fundamental Probability provides an engaging and hands-on introduction to this important topic. Whilst the theory is explored in detail, this book also emphasises practical applications, with the presentation of a large variety of examples and exercises, along with generous use of computational tools.
Based on international teaching experience with students of statistics, mathematics, finance and econometrics, the book:
Presents new, innovative material alongside the classic theory.
Goes beyond standard presentations by carefully introducing and discussing more complex subject matter, including a richer use of combinatorics, runs and occupancy distributions, various multivariate sampling schemes, fat-tailed distributions, and several basic concepts used in finance.
Emphasises computational matters and programming methods via generous use of examples in MATLAB.
Includes a large, self-contained Calculus/Analysis appendix with derivations of all required tools, such as Leibniz’ rule, exchange of derivative and integral, Fubini’s theorem, and univariate and multivariate Taylor series.
Presents over 150 end-of-chapter exercises, graded in terms of their difficulty, and accompanied by a full set of solutions online.
This book is intended as an introduction to the theory of probability for students in biology, mathematics, statistics, economics, engineering, finance, and computer science who possess the prerequisite knowledge of basic calculus and linear algebra.
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i want to ask about EDB file. a consulting engineer give me a EDB file only to check the structure analysis. i try to open it using SAP2000 v14, but it cannot open. is it possible to open the file if we just supply by EDB file?
This book give us clearly knowledge about Liquefaction.
Liquefaction is a phenomenon in which the strength and stiffness of a soil is reduced by earthquake shaking or other rapid loading. Liquefaction and related phenomena have been responsible for tremendous amounts of damage in historical earthquakes around the world.
Liquefaction occurs in saturated soils, that is, soils in which the space between individual particles is completely filled with water. This water exerts a pressure on the soil particles that influences how tightly the particles themselves are pressed together. Prior to an earthquake, the water pressure is relatively low. However, earthquake shaking can cause the water pressure to increase to the point where the soil particles can readily move with respect to each other
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It is a batch converter that allows you to convert DWG and DXF to PDF without the need of AutoCAD. (New - 2010 support)
Key Features
* Stand-alone utility - AutoCAD NOT required.
* Convert DWG and DXF to vector PDF in batches.
* Supports paper space and model space.
* Supports every version of DWG/DXF files (Supports R2.5/2.6 to R2010 formats)
* Very easy to use.
* The "Pro" version supports command line.
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IMPORTANT NOTICE: You may use this software for evaluation purposes only.
If you like it, it is strongly suggested you buy it to support the developers.
By any means you may not use this software to make money or use it for commercial purpose.
This book describes recent developments in hydrometeorological forecasting, with a focus on water-related applications of meteorological observation and forecasting techniques. The topic includes a wide range of disciplines, such as raingauge, weather radar, satellite, river and other monitoring techniques, rainfall-runoff, flow routing and hydraulic models, and nowcasting and Numerical Weather Prediction. Applications include flood forecasting, drought forecasting, climate change impact assessments, reservoir management, and water resources and water quality studies.
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