Extreme Values, Regular Variation and Point Processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1987
|
| Schriftenreihe: | Springer Series in Operations Research and Financial Engineering
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 de Mathématiques Pures et Appliquées |
| Beschreibung: | 1 Online-Ressource (XIV, 320 p) |
| ISBN: | 9780387759531 9780387759524 |
| ISSN: | 1431-8598 |
| DOI: | 10.1007/978-0-387-75953-1 |
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Datensatz im Suchindex
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| author | Resnick, Sidney I. |
| author_facet | Resnick, Sidney I. |
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| author_sort | Resnick, Sidney I. |
| author_variant | s i r si sir |
| building | Verbundindex |
| bvnumber | BV042419132 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-0-387-75953-1 |
| format | Electronic eBook |
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| id | DE-604.BV042419132 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:04Z |
| institution | BVB |
| isbn | 9780387759531 9780387759524 |
| issn | 1431-8598 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854549 |
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| physical | 1 Online-Ressource (XIV, 320 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1987 |
| publishDateSearch | 1987 |
| publishDateSort | 1987 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Springer Series in Operations Research and Financial Engineering |
| spelling | Resnick, Sidney I. Verfasser aut Extreme Values, Regular Variation and Point Processes by Sidney I. Resnick New York, NY Springer New York 1987 1 Online-Ressource (XIV, 320 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Operations Research and Financial Engineering 1431-8598 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 de Mathématiques Pures et Appliquées Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Approximations and Expansions Mathematik Extremwertstatistik (DE-588)4153429-3 gnd rswk-swf Extremwert (DE-588)4137272-4 gnd rswk-swf Punktprozess (DE-588)4138173-7 gnd rswk-swf Punktprozess (DE-588)4138173-7 s Extremwert (DE-588)4137272-4 s 1\p DE-604 Extremwertstatistik (DE-588)4153429-3 s 2\p DE-604 https://doi.org/10.1007/978-0-387-75953-1 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Resnick, Sidney I. Extreme Values, Regular Variation and Point Processes Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Approximations and Expansions Mathematik Extremwertstatistik (DE-588)4153429-3 gnd Extremwert (DE-588)4137272-4 gnd Punktprozess (DE-588)4138173-7 gnd |
| subject_GND | (DE-588)4153429-3 (DE-588)4137272-4 (DE-588)4138173-7 |
| title | Extreme Values, Regular Variation and Point Processes |
| title_auth | Extreme Values, Regular Variation and Point Processes |
| title_exact_search | Extreme Values, Regular Variation and Point Processes |
| title_full | Extreme Values, Regular Variation and Point Processes by Sidney I. Resnick |
| title_fullStr | Extreme Values, Regular Variation and Point Processes by Sidney I. Resnick |
| title_full_unstemmed | Extreme Values, Regular Variation and Point Processes by Sidney I. Resnick |
| title_short | Extreme Values, Regular Variation and Point Processes |
| title_sort | extreme values regular variation and point processes |
| topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Approximations and Expansions Mathematik Extremwertstatistik (DE-588)4153429-3 gnd Extremwert (DE-588)4137272-4 gnd Punktprozess (DE-588)4138173-7 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematical Modeling and Industrial Mathematics Approximations and Expansions Mathematik Extremwertstatistik Extremwert Punktprozess |
| url | https://doi.org/10.1007/978-0-387-75953-1 |
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