Refined Large Deviation Limit Theorems

DOWNLOAD

Download Refined Large Deviation Limit Theorems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Refined Large Deviation Limit Theorems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Refined Large Deviation Limit Theorems

DOWNLOAD
Author : Vladimir Vinogradov
language : en
Publisher:
Release Date : 2019

Refined Large Deviation Limit Theorems written by Vladimir Vinogradov and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with MATHEMATICS categories.

This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramr's condition on the finiteness of exponential moments may not be satisfied

Refined Large Deviation Limit Theorems

DOWNLOAD
Author : Vladimir Vinogradov
language : en
Publisher: CRC Press
Release Date : 2023-06-14

Refined Large Deviation Limit Theorems written by Vladimir Vinogradov and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06-14 with Mathematics categories.

This is a developing area of modern probability theory, which has applications in many areas. This volume is devoted to the systematic study of results on large deviations in situations where Cramér's condition on the finiteness of exponential moments may not be satisfied

Large Deviations

DOWNLOAD
Author : Frank Hollander
language : en
Publisher: American Mathematical Soc.
Release Date : 2000

Large Deviations written by Frank Hollander and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Mathematics categories.

This volume offers an introduction to large deviations. It is divided into two parts: theory and applications. Basic large deviation theorems are presented for i.i.d. sequences, Markov sequences, and sequences with moderate dependence. The rate function is computed explicitly. The theory is explained without too much emphasis on technicalities. Also included is an outline of general definitions and theorems. The goal is to expose the unified theme that gives large deviation theory its overall structure, which can be made to work in many concrete cases. The section on applications focuses on recent work in statistical physics and random media. This book contains 60 exercises (with solutions) that should elucidate the content and engage the reader. Prerequisites for the book are a strong background in probability and analysis and some knowledge of statistical physics. It would make an excellent textbook for a special topics course in large deviations.

Probability Finance And Insurance Proceedings Of A Workshop

DOWNLOAD
Author : Siu Pang Yung
language : en
Publisher: World Scientific
Release Date : 2004-06-28

Probability Finance And Insurance Proceedings Of A Workshop written by Siu Pang Yung and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-28 with Mathematics categories.

This workshop was the first of its kind in bringing together researchers in probability theory, stochastic processes, insurance and finance from mainland China, Taiwan, Hong Kong, Singapore, Australia and the United States. In particular, as China has joined the WTO, there is a growing demand for expertise in actuarial sciences and quantitative finance. The strong probability research and graduate education programs in many of China's universities can be enriched by their outreach in fields that are of growing importance to the country's expanding economy, and the workshop and its proceedings can be regarded as the first step in this direction.This book presents the most recent developments in probability, finance and actuarial sciences, especially in Chinese probability research. It focuses on the integration of probability theory with applications in finance and insurance. It also brings together academic researchers and those in industry and government. With contributions by leading authorities on probability theory — particularly limit theory and large derivations, valuation of credit derivatives, portfolio selection, dynamic protection and ruin theory — it is an essential source of ideas and information for graduate students and researchers in probability theory, mathematical finance and actuarial sciences, and thus every university should acquire a copy.The proceedings have been selected for coverage in:• Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings® (ISSHP® / ISI Proceedings)• Index to Social Sciences & Humanities Proceedings (ISSHP CDROM version / ISI Proceedings)• CC Proceedings — Engineering & Physical Sciences

Extreme Value Theory For Time Series

DOWNLOAD
Author : Thomas Mikosch
language : en
Publisher: Springer Nature
Release Date : 2024-08-02

Extreme Value Theory For Time Series written by Thomas Mikosch and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-02 with Mathematics categories.

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models. Rigorous descriptions of power-law tails are provided through the concept of regular variation. Several chapters are devoted to the exploration of regularly varying structures. The remaining chapters focus on the impact of heavy tails on time series, including the study of extremal cluster phenomena through point process techniques. A major part of the book investigates how extremal dependence alters the limit structure of sample means, maxima, order statistics, sample autocorrelations. This text illuminates the theory through hundreds of examples and as many graphs showcasing its applications to real-life financial and simulated data. The book can serve as a text for PhD and Master courses on applied probability, extreme value theory, and time series analysis. It is a unique reference source for the heavy-tail modeler. Its reference quality is enhanced by an exhaustive bibliography, annotated by notes and comments making the book broadly and easily accessible.

Modelling Extremal Events

DOWNLOAD
Author : Paul Embrechts
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-01-02

Modelling Extremal Events written by Paul Embrechts 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 2013-01-02 with Business & Economics categories.

"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS

A Practical Guide To Heavy Tails

DOWNLOAD
Author : Robert Adler
language : en
Publisher: Springer Science & Business Media
Release Date : 1998-10-26

A Practical Guide To Heavy Tails written by Robert 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 1998-10-26 with Mathematics categories.

Twenty-four contributions, intended for a wide audience from various disciplines, cover a variety of applications of heavy-tailed modeling involving telecommunications, the Web, insurance, and finance. Along with discussion of specific applications are several papers devoted to time series analysis, regression, classical signal/noise detection problems, and the general structure of stable processes, viewed from a modeling standpoint. Emphasis is placed on developments in handling the numerical problems associated with stable distribution (a main technical difficulty until recently). No index. Annotation copyrighted by Book News, Inc., Portland, OR

Advances On Theoretical And Methodological Aspects Of Probability And Statistics

DOWNLOAD
Author : N. Balakrishnan
language : en
Publisher: CRC Press
Release Date : 2003-04-24

Advances On Theoretical And Methodological Aspects Of Probability And Statistics written by N. Balakrishnan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-04-24 with Mathematics categories.

At the International Indian Statistical Association Conference, held at McMaster University in Ontario, Canada, participants focused on advancements in theory and methodology of probability and statistics. This is one of two volumes containing invited papers from the meeting. The 32 chapters deal with different topics of interest, including stochastic processes and inference, distributions and characterizations, inference, Bayesian inference, selection methods, regression methods, and methods in health research. The text is ideal for applied mathematicians, statisticians, and researchers in the field.

Perspectives In Mathematical System Theory Control And Signal Processing

DOWNLOAD
Author : Jan C. Willems
language : en
Publisher: Springer
Release Date : 2010-03-10

Perspectives In Mathematical System Theory Control And Signal Processing written by Jan C. Willems and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-10 with Science categories.

This Festschrift, published on the occasion of the sixtieth birthday of Yutaka - mamoto (‘YY’ as he is occasionally casually referred to), contains a collection of articles by friends, colleagues, and former Ph.D. students of YY. They are a tribute to his friendship and his scienti?c vision and oeuvre, which has been a source of inspiration to the authors. Yutaka Yamamoto was born in Kyoto, Japan, on March 29, 1950. He studied applied mathematics and general engineering science at the Department of Applied Mathematics and Physics of Kyoto University, obtaining the B.S. and M.Sc. degrees in 1972 and 1974. His M.Sc. work was done under the supervision of Professor Yoshikazu Sawaragi. In 1974, he went to the Center for Mathematical System T- ory of the University of Florida in Gainesville. He obtained the M.Sc. and Ph.D. degrees, both in Mathematics, in 1976 and 1978, under the direction of Professor Rudolf Kalman.

Nonlinear Dynamics New Directions

DOWNLOAD
Author : Hernán González-Aguilar
language : en
Publisher: Springer
Release Date : 2015-03-09

Nonlinear Dynamics New Directions written by Hernán González-Aguilar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-09 with Technology & Engineering categories.

This book, along with its companion volume, Nonlinear Dynamics New Directions: Models and Applications, covers topics ranging from fractal analysis to very specific applications of the theory of dynamical systems to biology. This first volume is devoted to fundamental aspects and includes a number of important new contributions as well as some review articles that emphasize new development prospects. The second volume contains mostly new applications of the theory of dynamical systems to both engineering and biology. The topics addressed in the two volumes include a rigorous treatment of fluctuations in dynamical systems, topics in fractal analysis, studies of the transient dynamics in biological networks, synchronization in lasers, and control of chaotic systems, among others. This book also: · Presents a rigorous treatment of fluctuations in dynamical systems and explores a range of topics in fractal analysis, among other fundamental topics · Features recent developments on large deviations for higher-dimensional maps, a study of measures resisting multifractal analysis and a overview of complex Kleninan groups · Includes thorough review of recent findings that emphasize new development prospects