Performance Decay in a Single Server Exponential Queueing Model with Long Range Dependence

Heavy Tails and Long Range Dependence in On-Off Processes and Associated Fluid Models

Heath, David, (1998)

Living on the Edge - An introduction to extreme value theory - the study of fat-tailes return distributions and their risks which has proved useful in fields from medical statistics to heavy engineering and is now beginning to prove its worth in risk management.

Embrechts, Paul, (1998)

Living on the Edge - An introduction to extreme value theory - the study of fat-tailes return distributions and their risks which has proved useful in fields from medical statistics to heavy engineering and is now beginning to prove its worth in risk management.

Embrechts, Paul, (1998)