Extremes In Random Fields
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Extremes In Random Fields
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Author : Benjamin Yakir
language : en
Publisher: Wiley
Release Date : 2013-10-14
Extremes In Random Fields written by Benjamin Yakir and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-14 with Mathematics categories.
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented. All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user. Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.
Extremes In Random Fields
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Author : Benjamin Yakir
language : en
Publisher: John Wiley & Sons
Release Date : 2013-08-01
Extremes In Random Fields written by Benjamin Yakir and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-08-01 with Mathematics categories.
Presents a useful new technique for analyzing the extreme-value behaviour of random fields Modern science typically involves the analysis of increasingly complex data. The extreme values that emerge in the statistical analysis of complex data are often of particular interest. This book focuses on the analytical approximations of the statistical significance of extreme values. Several relatively complex applications of the technique to problems that emerge in practical situations are presented. All the examples are difficult to analyze using classical methods, and as a result, the author presents a novel technique, designed to be more accessible to the user. Extreme value analysis is widely applied in areas such as operational research, bioinformatics, computer science, finance and many other disciplines. This book will be useful for scientists, engineers and advanced graduate students who need to develop their own statistical tools for the analysis of their data. Whilst this book may not provide the reader with the specific answer it will inspire them to rethink their problem in the context of random fields, apply the method, and produce a solution.
Random Fields And Geometry
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Author : R. J. Adler
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-01-29
Random Fields And Geometry written by R. J. Adler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-29 with Mathematics categories.
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.
Stationary Sequences And Random Fields
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Author : Murray Rosenblatt
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stationary Sequences And Random Fields written by Murray Rosenblatt and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.
Sojourns And Extremes Of Stochastic Processes
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Author : Simeon Berman
language : en
Publisher: Routledge
Release Date : 2017-07-12
Sojourns And Extremes Of Stochastic Processes written by Simeon Berman and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-07-12 with Mathematics categories.
Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
An Introduction To Conditional Random Fields
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Author : Charles Sutton
language : en
Publisher: Now Pub
Release Date : 2012
An Introduction To Conditional Random Fields written by Charles Sutton and has been published by Now Pub this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Computers categories.
An Introduction to Conditional Random Fields provides a comprehensive tutorial aimed at application-oriented practitioners seeking to apply CRFs. The monograph does not assume previous knowledge of graphical modeling, and so is intended to be useful to practitioners in a wide variety of fields.
Advances In Regression Survival Analysis Extreme Values Markov Processes And Other Statistical Applications
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Author : João Lita da Silva
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-14
Advances In Regression Survival Analysis Extreme Values Markov Processes And Other Statistical Applications written by João Lita da Silva and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-14 with Mathematics categories.
This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009. It covers a broad scope of theoretical, methodological as well as application-oriented articles in domains such as: Linear Models and Regression, Survival Analysis, Extreme Value Theory, Statistics of Diffusions, Markov Processes and other Statistical Applications.
Applied Extreme Value Statistics
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Author : Arvid Naess
language : en
Publisher: Springer Nature
Release Date : 2024-06-13
Applied Extreme Value Statistics written by Arvid Naess and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-13 with Mathematics categories.
This book does not focus solely on asymptotic extreme value distributions. In addition to the traditional asymptotic methods, it introduces a data-driven, computer-based method, which provides insights into the exact extreme value distribution inherent in the data, and which avoids asymptotics. It therefore differs from currently available texts on extreme value statistics in one very important aspect. The method described provides a unique tool for diagnostics, and for efficient and accurate extreme value prediction based on measured or simulated data. It also has straightforward extensions to multivariate extreme value distributions. The first half provides an introduction to extreme value statistics with an emphasis on applications. It includes chapters on classical asymptotic theories and threshold exceedance models, with many illustrative examples. The mathematical level is elementary and, to increase readability, detailed mathematical proofs have been avoided in favour of heuristic arguments. The second half presents in some detail specialized topics that illustrate the power and the limitations of the concepts discussed. With diverse applications to science, engineering and finance, the techniques described in this book will be useful to readers from many different backgrounds.
Extremes And Recurrence In Dynamical Systems
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Author : Valerio Lucarini
language : en
Publisher: John Wiley & Sons
Release Date : 2016-04-25
Extremes And Recurrence In Dynamical Systems written by Valerio Lucarini and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-25 with Mathematics categories.
Written by a team of international experts, Extremes and Recurrence in Dynamical Systems presents a unique point of view on the mathematical theory of extremes and on its applications in the natural and social sciences. Featuring an interdisciplinary approach to new concepts in pure and applied mathematical research, the book skillfully combines the areas of statistical mechanics, probability theory, measure theory, dynamical systems, statistical inference, geophysics, and software application. Emphasizing the statistical mechanical point of view, the book introduces robust theoretical embedding for the application of extreme value theory in dynamical systems. Extremes and Recurrence in Dynamical Systems also features: • A careful examination of how a dynamical system can serve as a generator of stochastic processes • Discussions on the applications of statistical inference in the theoretical and heuristic use of extremes • Several examples of analysis of extremes in a physical and geophysical context • A final summary of the main results presented along with a guide to future research projects • An appendix with software in Matlab® programming language to help readers to develop further understanding of the presented concepts Extremes and Recurrence in Dynamical Systems is ideal for academics and practitioners in pure and applied mathematics, probability theory, statistics, chaos, theoretical and applied dynamical systems, statistical mechanics, geophysical fluid dynamics, geosciences and complexity science. VALERIO LUCARINI, PhD, is Professor of Theoretical Meteorology at the University of Hamburg, Germany and Professor of Statistical Mechanics at the University of Reading, UK. DAVIDE FARANDA, PhD, is Researcher at the Laboratoire des science du climat et de l’environnement, IPSL, CEA Saclay, Université Paris-Saclay, Gif-sur-Yvette, France. ANA CRISTINA GOMES MONTEIRO MOREIRA DE FREITAS, PhD, is Assistant Professor in the Faculty of Economics at the University of Porto, Portugal. JORGE MIGUEL MILHAZES DE FREITAS, PhD, is Assistant Professor in the Department of Mathematics of the Faculty of Sciences at the University of Porto, Portugal. MARK HOLLAND, PhD, is Senior Lecturer in Applied Mathematics in the College of Engineering, Mathematics and Physical Sciences at the University of Exeter, UK. TOBIAS KUNA, PhD, is Associate Professor in the Department of Mathematics and Statistics at the University of Reading, UK. MATTHEW NICOL, PhD, is Professor of Mathematics at the University of Houston, USA. MIKE TODD, PhD, is Lecturer in the School of Mathematics and Statistics at the University of St. Andrews, Scotland. SANDRO VAIENTI, PhD, is Professor of Mathematics at the University of Toulon and Researcher at the Centre de Physique Théorique, France.
Extremes And Related Properties Of Random Sequences And Processes
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Author : M. R. Leadbetter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Extremes And Related Properties Of Random Sequences And Processes written by M. R. Leadbetter and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.