Описание: "Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market behavior including both ordinary and extraordinary conditions"--
Автор: Janos Galambos; Italo Simonelli Название: Bonferroni-type Inequalities with Applications ISBN: 0387947760 ISBN-13(EAN): 9780387947761 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Applications vary from classical probability estimates to modern extreme value theory and combinatorial counting to random subset selection. Applications are given in prime number theory, growth of digits in different algorithms, and in statistics such as estimates of confidence levels of simultaneous interval estimation.
Автор: Gamerman, Dani. Название: Markov Chain Monte Carlo ISBN: 1584885874 ISBN-13(EAN): 9781584885870 Издательство: Taylor&Francis Рейтинг: Цена: 15312.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.
Автор: Jaworski Название: Copula theory and its applications ISBN: 364212464X ISBN-13(EAN): 9783642124648 Издательство: Springer Рейтинг: Цена: 19564.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models.
Описание: An examination of system reliability theory, this title features in-depth discussion of dependability management and reliability centered systems as well as functional safety issues-matters critical to the IEC standards.
Автор: Sever S. Dragomir; Themistocles RASSIAS Название: Ostrowski Type Inequalities and Applications in Numerical Integration ISBN: 9048159903 ISBN-13(EAN): 9789048159901 Издательство: Springer Рейтинг: Цена: 18866.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It was noted in the preface of the book "Inequalities Involving Functions and Their Integrals and Derivatives", Kluwer Academic Publishers, 1991, by D.S.
Автор: Evariste Gin?; Christian Houdr?; David Nualart Название: Stochastic Inequalities and Applications ISBN: 3034894287 ISBN-13(EAN): 9783034894289 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics.
A complete guide to the theory and practical applications of probability theory
An Introduction to Probability Theory and Its Applications uniquely blends a comprehensive overview of probability theory with the real-world application of that theory. Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.
Описание: Random matrix theory has a long history, beginning in the first instance in multivariate statistics. It was used by Wigner to supply explanations for the important regularity features of the apparently random dispositions of the energy levels of heavy nuclei. This title contains chapters which serve as an introduction into this area of research.
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