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Note publique d'information : Heavy-tailed probability distributions are an important component in the modeling
of many stochastic systems. They are frequently used to accurately model inputs and
outputs of computer and data networks and service facilities such as call centers.
They are an essential for describing risk processes in finance and also for insurance
premia pricing, and such distributions occur naturally in models of epidemiological
spread. The class includes distributions with power law tails such as the Pareto,
as well as the lognormal and certain Weibull distributions. One of the highlights
of this new edition is that it includes problems at the end of each chapter. Chapter
5 is also updated to include interesting applications to queueing theory, risk, and
branching processes. New results are presented in a simple, coherent and systematic
way. Graduate students as well as modelers in the fields of finance, insurance, network
science and environmental studies will find this book to be an essential reference
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