| 书目名称 | Extreme Values, Regular Variation and Point Processes | | 编辑 | Sidney I. Resnick | | 视频video | | | 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 | | 丛书名称 | Springer Series in Operations Research and Financial Engineering | | 图书封面 |  | | 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 | | 关键词 | Karamata‘s Theorem; Laplace Functionals; Max-Infinite Divisibility; Multivariate Extremes; Poisson Proce | | 版次 | 1 | | doi | https://doi.org/10.1007/978-0-387-75953-1 | | isbn_softcover | 978-0-387-75952-4 | | isbn_ebook | 978-0-387-75953-1Series ISSN 1431-8598 Series E-ISSN 2197-1773 | | issn_series | 1431-8598 | | copyright | Springer Science+Business Media New York 1987 |
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发表于 2025-3-21 16:32:30
