'Heavy tails' diaporamas de présentation

Network Traffic Modeling

1.19k views • 89 slides

On Internet Traffic Dynamics and Internet Topology I High Variability Phenomena

On Internet Traffic Dynamics and Internet Topology I High Variability Phenomena. Walter Willinger AT&T Labs-Research walter@research.att.com [This is joint work with J. Doyle and D. Alderson (Caltech)]. Topics Covered. Motivation A working definition Some illustrative examples

674 views • 58 slides

13 th AFIR Colloquium 2003

13 th AFIR Colloquium 2003. The estimation of Market VaR using Garch models and a heavy tail distributions. The dynamic VaR and The Static VaR. The Garch Models The Heavy tails distributions. 13 th AFIR Colloquium 2003. The market VaR.

444 views • 44 slides

BROWNIAN MOTION A tutorial

BROWNIAN MOTION A tutorial. Krzysztof Burdzy University of Washington. A paradox. (*) is maximized by f(t) = 0, t>0. The most likely (?!?) shape of a Brownian path:. Microsoft stock - the last 5 years. Definition of Brownian motion. Brownian motion is the unique process

1.31k views • 40 slides

A short introduction to Fluid Dynamics , Heat Transfer and CFD

A short introduction to Fluid Dynamics , Heat Transfer and CFD. Outline. Fluid Dynamics Heat Transfer CFD . Outline. Fluid Dynamics Heat Transfer CFD. Fluid Dynamics.

744 views • 35 slides

Exploratory Data Analysis

Exploratory Data Analysis. Hal Varian 20 March 2006. What is EDA?. Goals Examine and summarize data Look for patterns and suggest hypotheses Provide guidance for more systematic analysis Methods of analysis Primarily graphics and tables Online reference

893 views • 33 slides

Data Mining Disasters

Data Mining Disasters. A Report Mary McGlohon SIGBOVIK Commission for Workplace Safety. Data Mining Safety. Data mining disasters are a hazard to the progress of scientific research. We will review some common mining disasters and make recommendations for prevention. Numeric Overflow.

286 views • 17 slides

Probability distribution functions

Probability distribution functions. Normal distribution Lognormal distribution Mean, median and mode Tails Extreme value distributions. Normal (Gaussian) distribution. P robability density function (PDF) What does figure tell about the cumulative distribution function (CDF)?.

627 views • 14 slides

other paired-comparison statistics

337 views • 4 slides