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Titlebook: Extreme Values, Regular Variation and Point Processes; Sidney I. Resnick Book 1987 Springer Science+Business Media New York 1987 Karamata‘

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發(fā)表于 2025-3-21 16:32:30 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱(chēng)Extreme Values, Regular Variation and Point Processes
編輯Sidney I. Resnick
視頻videohttp://file.papertrans.cn/321/320068/320068.mp4
概述presents a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena.presents a coherent treatment of
叢書(shū)名稱(chēng)Springer Series in Operations Research and Financial Engineering
圖書(shū)封面Titlebook: Extreme Values, Regular Variation and Point Processes; Sidney I. Resnick Book 1987 Springer Science+Business Media New York 1987 Karamata‘
描述.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,
出版日期Book 1987
關(guān)鍵詞Karamata‘s Theorem; Laplace Functionals; Max-Infinite Divisibility; Multivariate Extremes; Poisson Proce
版次1
doihttps://doi.org/10.1007/978-0-387-75953-1
isbn_softcover978-0-387-75952-4
isbn_ebook978-0-387-75953-1Series ISSN 1431-8598 Series E-ISSN 2197-1773
issn_series 1431-8598
copyrightSpringer Science+Business Media New York 1987
The information of publication is updating

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Social Development Experiences in Chinare of the subject, it seems sensible to discuss the preliminary topics first. The reader is advised to skim 0.1, 0.2 according to taste and background, but slow down for 0.3, which discusses the possible limiting distributions for normalized maxima of independent, identically distributed (iid) rando
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Keith Griffin,Kimberley Griffin of those parts of the theory that are useful for understanding the behavior of extremes. Some skimming may be advisable. Parts of this account are fashioned after Neveu (1976). An additional excellent reference is Kallenberg (1983).
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Keith Griffin,Kimberley Griffin of those parts of the theory that are useful for understanding the behavior of extremes. Some skimming may be advisable. Parts of this account are fashioned after Neveu (1976). An additional excellent reference is Kallenberg (1983).
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發(fā)表于 2025-3-22 20:47:45 | 只看該作者
Point Processes, of those parts of the theory that are useful for understanding the behavior of extremes. Some skimming may be advisable. Parts of this account are fashioned after Neveu (1976). An additional excellent reference is Kallenberg (1983).
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