Opening book details…
Can I read Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering) on EtoBox?
Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering) by Sidney I. Resnick is a nonfiction available to read on EtoBox.
What is Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering) about?
This book examines 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 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.
Who reads Extreme Values, Regular Variation, and Point Processes (Springer Series in Operations Research and Financial Engineering)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Sidney I. Resnick
- Publisher
- Springer-Verlag
- Published
- 1987
- Language
- EN
- ISBN
- 9780387759531
- Category
- nonfiction
- Subjects
- Mathematics, Stem
More by Sidney I. Resnick
Browse all works by Sidney I. Resnick
Similar books
- Multivariate Extreme Value Theory and D-Norms (Springer Series in Operations Research and Financial Engineering) (2019)
- Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (Springer Series in Operations Research and Financial Engineering) — Sidney I. Resnick (auth.) (2007)
- Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering) — Gennady Samorodnitsky (auth.) (2016)
- Multistage Stochastic Optimization (Springer Series in Operations Research and Financial Engineering) — Georg Ch. Pflug, Alois Pichler (auth.) (2014)
- Cooperative Stochastic Differential Games (Springer Series in Operations Research and Financial Engineering) — David W.K. Yeung, Leon A. Petrosyan, David W. K. (2005)
- Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering) — Dariusz Buraczewski, Ewa Damek, Thomas Mikosch (auth.) (2016)
