Statistics Of Extremes And Records In Random Sequences
DOWNLOAD
Download Statistics Of Extremes And Records In Random Sequences PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Statistics Of Extremes And Records In Random Sequences 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
Statistics Of Extremes And Records In Random Sequences
DOWNLOAD
Author : Satya N. Majumdar
language : en
Publisher: Oxford University Press
Release Date : 2024-05-16
Statistics Of Extremes And Records In Random Sequences written by Satya N. Majumdar and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-16 with Mathematics categories.
Rare events such as earthquakes, tsunamis, floods etc do not fortunately occur every day, but when they do, their effects are devastating. These days, such rare events are particularly important to understand to characterize the global warming and climate changes. In addition to natural catastrophes, rare events such as big financial crashes also play a significant role in economy. In the absence of predictive models, the best way forward is to analyse the statistics of these extreme events and draw conclusions from it about the probability of their occurrences. Extreme value statistics (EVS) and the statistics of records in a random sequence are examples of a truly interdisciplinary topic, spanning from statistics and mathematics on one side to physics of disordered systems on the other. They have tremendous importance and practical applications in a wide variety of fields, such as climate science, finance, spin-glasses, and random matrices. Statistics and mathematical literature have explored the subject of the classical theory of EVS. However, more recently, EVS started to play a very important role in statistical physics, in particular in disordered systems. This has led to a plethora of activities, both in the statistical physics and in the mathematics communities over the last few decades. This book develops the theory of rare events, both for the classical uncorrelated as well as for correlated sequences, in terms of simple models and examples. Statistics of Extremes and Records in Random Sequences is a pedagogical book with examples illustrating the basic tools and techniques that are essential to a student starting to work in this interesting and rapidly developing field.
Statistics Of Extremes And Records In Random Sequences
DOWNLOAD
Author : PROF SATYA N.. SCHEHR MAJUMDAR (PROF GREGORY.)
language : en
Publisher: Oxford University Press
Release Date : 2024-06-20
Statistics Of Extremes And Records In Random Sequences written by PROF SATYA N.. SCHEHR MAJUMDAR (PROF GREGORY.) and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-06-20 with Mathematics categories.
Rare events such as earthquakes, tsunamis, and floods fortunately do not occur every day, but when they do, their effects are devastating. Such rare events are particularly important in understanding and characterizing global warming and climate changes. In addition to natural catastrophes, rare events such as big financial crashes also play a significant role in the economy. In the absence of predictive models, the best way forward is to analyse the statistics of these extreme events and draw conclusions about the probability of their occurrences.Extreme value statistics (EVS) and the statistics of records in a random sequence are examples of a truly interdisciplinary topic, spanning from statistics and mathematics on one side to physics of disordered systems on the other. They have tremendous importance and practical applications in a wide variety of fields, such as climate science, finance, spin-glasses, and random matrices.Statistics and mathematical literature have explored the subject of the classical theory of EVS. However, more recently, EVS started to play a very important role in statistical physics, in particular in disordered systems. This has led to a plethora of activities, both in the statistical physics and in the mathematics communities over the last few decades. This book develops the theory of rare events, both for the classical uncorrelated as well as for correlated sequences, in terms of simple models and examples. Statistics of Extremes and Records in Random Sequences is a pedagogical book with examples illustrating the basic tools and techniques that are essential to a student starting to work in this interesting and rapidly developing field.
Extremes And Related Properties Of Random Sequences And Processes
DOWNLOAD
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.
Extreme Value Distributions
DOWNLOAD
Author : Mohammad Ahsanullah
language : en
Publisher: Springer
Release Date : 2016-09-15
Extreme Value Distributions written by Mohammad Ahsanullah and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-15 with Mathematics categories.
The aim of the book is to give a through account of the basic theory of extreme value distributions. The book cover a wide range of materials available to date. The central ideas and results of extreme value distributions are presented. The book rwill be useful o applied statisticians as well statisticians interrested to work in the area of extremen value distributions.vmonograph presents the central ideas and results of extreme value distributions.The monograph gives self-contained of theory and applications of extreme value distributions.
Extreme Value Theory
DOWNLOAD
Author : Jürg Hüsler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Extreme Value Theory written by Jürg Hüsler 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.
The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.
Asymptotic Methods In Probability And Statistics With Applications
DOWNLOAD
Author : N. Balakrishnan
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Asymptotic Methods In Probability And Statistics With Applications written by N. Balakrishnan 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 Business & Economics categories.
Traditions of the 150-year-old St. Petersburg School of Probability and Statis tics had been developed by many prominent scientists including P. L. Cheby chev, A. M. Lyapunov, A. A. Markov, S. N. Bernstein, and Yu. V. Linnik. In 1948, the Chair of Probability and Statistics was established at the Department of Mathematics and Mechanics of the St. Petersburg State University with Yu. V. Linik being its founder and also the first Chair. Nowadays, alumni of this Chair are spread around Russia, Lithuania, France, Germany, Sweden, China, the United States, and Canada. The fiftieth anniversary of this Chair was celebrated by an International Conference, which was held in St. Petersburg from June 24-28, 1998. More than 125 probabilists and statisticians from 18 countries (Azerbaijan, Canada, Finland, France, Germany, Hungary, Israel, Italy, Lithuania, The Netherlands, Norway, Poland, Russia, Taiwan, Turkey, Ukraine, Uzbekistan, and the United States) participated in this International Conference in order to discuss the current state and perspectives of Probability and Mathematical Statistics. The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches. The main theme of the Conference was chosen in the tradition of the St.
C Algorithms For Digital Signal Processing
DOWNLOAD
Author : Paul Embree
language : en
Publisher: Pearson Education
Release Date : 1998-11-13
C Algorithms For Digital Signal Processing written by Paul Embree and has been published by Pearson Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-11-13 with Computers categories.
Bring the power and flexibility of C++ to all your DSP applications The multimedia revolution has created hundreds of new uses for Digital Signal Processing, but most software guides have continued to focus on outdated languages such as FORTRAN and Pascal for managing new applications. Now C++ Algorithms for Digital Signal Processing applies object-oriented techniques to this growing field with software you can implement on your desktop PC. C++ Algorithms for Digital Signal Processing's programming methods can be used for applications as diverse as: Digital audio and video Speech and image processing Digital communications Radar, sonar, and ultrasound signal processing Complete coverage is provided, including: Overviews of DSP and C++ Hands-on study with dozens of exercises Extensive library of customizable source code Import and Export of Microsoft WAV and Matlab data files Multimedia professionals, managers, and even advanced hobbyists will appreciate C++ Algorithms for Digital Signal Processing as much as students, engineers, and programmers. It's the ideal bridge between programming and signal processing, and a valuable reference for experts in either field. Source code for all of the DSP programs and DSP data associated with the examples discussed in this book and Appendix B and the file README.TXT which provide more information about how to compile and run the programs can be downloaded from www.informit.com/title/9780131791442
Characterizations Of Univariate Continuous Distributions
DOWNLOAD
Author : Mohammad Ahsanullah
language : en
Publisher: Springer
Release Date : 2017-04-18
Characterizations Of Univariate Continuous Distributions written by Mohammad Ahsanullah and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-18 with Mathematics categories.
Provides in an organized manner characterizations of univariate probability distributions with many new results published in this area since the 1978 work of Golambos & Kotz "Characterizations of Probability Distributions" (Springer), together with applications of the theory in model fitting and predictions.
Mathematics Of Complexity And Dynamical Systems
DOWNLOAD
Author : Robert A. Meyers
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-10-05
Mathematics Of Complexity And Dynamical Systems written by Robert A. Meyers 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 2011-10-05 with Mathematics categories.
Mathematics of Complexity and Dynamical Systems is an authoritative reference to the basic tools and concepts of complexity, systems theory, and dynamical systems from the perspective of pure and applied mathematics. Complex systems are systems that comprise many interacting parts with the ability to generate a new quality of collective behavior through self-organization, e.g. the spontaneous formation of temporal, spatial or functional structures. These systems are often characterized by extreme sensitivity to initial conditions as well as emergent behavior that are not readily predictable or even completely deterministic. The more than 100 entries in this wide-ranging, single source work provide a comprehensive explication of the theory and applications of mathematical complexity, covering ergodic theory, fractals and multifractals, dynamical systems, perturbation theory, solitons, systems and control theory, and related topics. Mathematics of Complexity and Dynamical Systems is an essential reference for all those interested in mathematical complexity, from undergraduate and graduate students up through professional researchers.
Records Via Probability Theory
DOWNLOAD
Author : Mohammad Ahsanullah
language : en
Publisher: Springer
Release Date : 2015-07-27
Records Via Probability Theory written by Mohammad Ahsanullah and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-27 with Mathematics categories.
A lot of statisticians, actuarial mathematicians, reliability engineers, meteorologists, hydrologists, economists. Business and sport analysts deal with records which play important roles in various fields of statistics and its application. This book enables a reader to check his/her level of understanding of the theory of record values. We give basic formulae which are more important in the theory and present a lot of examples which illustrate the theoretical statements. For a beginner in record statistics, as well as for graduate students the study of our book needs the basic knowledge of the subject. A more advanced reader can use our book to polish his/her knowledge. An upgraded list of bibliography which will help a reader to enrich his/her theoretical knowledge and widen the experience of dealing with ordered observations, is also given in the book.