Regularly Varying Functions
DOWNLOAD
Download Regularly Varying Functions PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Regularly Varying Functions 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
Regularly Varying Functions
DOWNLOAD
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.
Regularly Varying Functions
DOWNLOAD
Author : Eugene Seneta
language : en
Publisher: Springer
Release Date : 1976
Regularly Varying Functions written by Eugene Seneta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Mathematics categories.
Pseudo Regularly Varying Functions And Generalized Renewal Processes
DOWNLOAD
Author : Valeriĭ V. Buldygin
language : en
Publisher: Springer
Release Date : 2018-10-12
Pseudo Regularly Varying Functions And Generalized Renewal Processes written by Valeriĭ V. Buldygin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-12 with Mathematics categories.
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.
Iterative Functional Equations
DOWNLOAD
Author : Marek Kuczma
language : en
Publisher: Cambridge University Press
Release Date : 1990-07-27
Iterative Functional Equations written by Marek Kuczma 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 1990-07-27 with Mathematics categories.
A cohesive and comprehensive account of the modern theory of iterative functional equations. Many of the results included have appeared before only in research literature, making this an essential volume for all those working in functional equations and in such areas as dynamical systems and chaos, to which the theory is closely related. The authors introduce the reader to the theory and then explore the most recent developments and general results. Fundamental notions such as the existence and uniqueness of solutions to the equations are stressed throughout, as are applications of the theory to such areas as branching processes, differential equations, ergodic theory, functional analysis and geometry. Other topics covered include systems of linear and nonlinear equations of finite and infinite ORD various function classes, conjugate and commutable functions, linearization, iterative roots of functions, and special functional equations.
Heavy Tailed Time Series
DOWNLOAD
Author : Rafal Kulik
language : en
Publisher: Springer
Release Date : 2020-08-13
Heavy Tailed Time Series written by Rafal Kulik and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-13 with Mathematics categories.
This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.
Regular Variation
DOWNLOAD
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
DOWNLOAD
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
DOWNLOAD
Author : E. Seneta
language : en
Publisher:
Release Date : 2014-01-15
Regularly Varying Functions written by E. Seneta and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Regular Variation And Differential Equations
DOWNLOAD
Author : Vojislav Maric
language : en
Publisher: Springer
Release Date : 2007-05-06
Regular Variation And Differential Equations written by Vojislav Maric and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-06 with Mathematics categories.
This is the first book offering an application of regular variation to the qualitative theory of differential equations. The notion of regular variation, introduced by Karamata (1930), extended by several scientists, most significantly de Haan (1970), is a powerful tool in studying asymptotics in various branches of analysis and in probability theory. Here, some asymptotic properties (including non-oscillation) of solutions of second order linear and of some non-linear equations are proved by means of a new method that the well-developed theory of regular variation has yielded. A good graduate course both in real analysis and in differential equations suffices for understanding the book.