Regular Variation
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Regular Variation
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Author : N. H. Bingham
language : en
Publisher: Cambridge University Press
Release Date : 1989-06-15
Regular Variation written by N. H. Bingham and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989-06-15 with Mathematics categories.
A comprehensive account of the theory and applications of regular variation.
Extreme Values Regular Variation And Point Processes
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Author : Sidney I. Resnick
language : en
Publisher: Springer
Release Date : 2013-12-20
Extreme Values Regular Variation And Point Processes written by Sidney I. Resnick and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of 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 presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records. 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. The book is self-contained and requires an introductory measure-theoretic course in probability as a prerequisite. Almost all sections have an extensive list of exercises which extend developments in the text, offer alternate approaches, test mastery and provide for enjoyable muscle flexing by a reader. The material is aimed at students and researchers in probability, statistics, financial engineering, mathematics, operations research, civil engineering and economics who need to know about: asymptotic methods for extremes; models for records and record frequencies; stochastic process and point process methods and their applications to obtaining distributional approximations; pervasive applications of the theory of regular variation in probability theory, statistics and financial engineering. “This book is written in a very lucid way. The style is sober, the mathematics tone is pleasantly conversational, convincing and enthusiastic. A beautiful book!” Bulletin of the Dutch Mathematical Society “This monograph is written in a very attractive style. It contains a lot of complementary exercises and practically all important bibliographical reference.” Revue Roumaine deMathématiques Pures et Appliquées
Regularly Varying Functions
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Author : E. Seneta
language : en
Publisher: Springer
Release Date : 2006-11-14
Regularly Varying Functions written by E. Seneta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
Regular Variation Extensions And Tauberian Theorems
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Author : J. L. Geluk
language : en
Publisher:
Release Date : 1987
Regular Variation Extensions And Tauberian Theorems written by J. L. Geluk and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Analytic functions categories.
Modelling Extremal Events
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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
Heavy Tail Phenomena
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Author : Sidney I. Resnick
language : en
Publisher: Springer Science & Business Media
Release Date : 2007
Heavy Tail Phenomena written by Sidney I. Resnick 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 2007 with Business & Economics categories.
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.
Regular Variation And Differential Equations
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Author : Vojislav Maric
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-03-27
Regular Variation And Differential Equations written by Vojislav Maric 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 2000-03-27 with Mathematics categories.
This book constitutes the refereed proceedings of the Third Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD '99, held in Beijing, China, in April 1999. The 29 revised full papers presented together with 37 short papers were carefully selected from a total of 158 submissions. The book is divided into sections on emerging KDD technology; association rules; feature selection and generation; mining in semi-unstructured data; interestingness, surprisingness, and exceptions; rough sets, fuzzy logic, and neural networks; induction, classification, and clustering; visualization; causal models and graph-based methods; agent-based and distributed data mining; and advanced topics and new methodologies.
Heavy Tailed Functional Time Series
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Author : Thomas Meinguet
language : en
Publisher: Presses univ. de Louvain
Release Date : 2010-08
Heavy Tailed Functional Time Series written by Thomas Meinguet and has been published by Presses univ. de Louvain this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08 with Science categories.
The goal of this thesis is to treat the temporal tail dependence and the cross-sectional tail dependence of heavy tailed functional time series. Functional time series are aimed at modelling spatio-temporal phenomena; for instance rain, temperature, pollution on a given geographical area, with temporally dependent observations. Heavy tails mean that the series can exhibit much higher spikes than with Gaussian distributions for instance. In such cases, second moments cannot be assumed to exist, violating the basic assumption in standard functional data analysis based on the sequence of autocovariance operators. As for random variables, regular variation provides the mathematical backbone for a coherent theory of extreme values. The main tools introduced in this thesis for a regularly varying functional time series are its tail process and its spectral process. These objects capture all the aspects of the probability distribution of extreme values jointly over time and space. The development of the tail and spectral process for heavy tailed functional time series is followed by three theoretical applications. The first application is a characterization of a variety of indices and objects describing the extremal behavior of the series: the extremal index, tail dependence coefficients, the extremogram and the point process of extremes. The second is the computation of an explicit expression of the tail and spectral processes for heavy tailed linear functional time series. The third and final application is the introduction and the study of a model for the spatio-temporal dependence for functional time series called maxima of moving maxima of continuous functions (CM3 processes), with the development of an estimation method.
Sojourns And Extremes Of Stochastic Processes
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Author : Simeon Berman
language : en
Publisher: CRC Press
Release Date : 2017-07-12
Sojourns And Extremes Of Stochastic Processes written by Simeon Berman and has been published by CRC Press 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.
Econometrics And Income Inequality
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Author : Martin Biewen
language : en
Publisher: MDPI
Release Date : 2018-11-26
Econometrics And Income Inequality written by Martin Biewen and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-26 with Business & Economics categories.
This book is a printed edition of the Special Issue "Econometrics and Income Inequality" that was published in Econometrics