Buch, Englisch, 320 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 1040 g
Reihe: Springer Series in Operations Research and Financial Engineering
Buch, Englisch, 320 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 1040 g
Reihe: Springer Series in Operations Research and Financial Engineering
ISBN: 978-0-387-75952-4
Verlag: Springer
This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Technische Wissenschaften Technik Allgemein Mathematik für Ingenieure
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
Weitere Infos & Material
0 Preliminaries.- 1 Domains of Attraction and Norming Constants.- 2 Quality of Convergence.- 3 Point Processes.- 4 Records and Extremal Processes.- 5 Multivariate Extremes.- References.
