Lundberg Approximations for Compound Distributions with Insurance Applications, Gordon E. Willmot; X. Sheldon Lin
Автор: Nourdin Название: Normal Approximations with Malliavin Calculus ISBN: 1107017777 ISBN-13(EAN): 9781107017771 Издательство: Cambridge Academ Рейтинг: Цена: 11880.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book studies normal approximations by means of two powerful probabilistic techniques: the Malliavin calculus and Stein`s method. Largely self-contained it is perfect for self-study and will appeal both to researchers and to graduate students in probability and statistics.
Описание: This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces.The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use.This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.
Описание: This handbook brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians.
Описание: Presents elaborate tables of moments of order statistics as well as BLUES based on complete and censored samples for lognormal distributions. This book includes various illustrative examples for the different uses of these tables pertaining to inference and prediction.
Автор: Samuel Kotz Название: Multivariate T-Distributions and Their Applications ISBN: 0521826543 ISBN-13(EAN): 9780521826549 Издательство: Cambridge Academ Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Practically every result on multivariate t-distributions published in the last 50 years is brought together for the first time. Covers theoretical probabilistic results, statistical aspects, and generalizations and applications, including material on estimation and regression models of special value for practitioners in statistics and economics. More than 350 references are included.
Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin Название: Marshall Olkin Distributions - Advances in Theory and Applications ISBN: 3319190385 ISBN-13(EAN): 9783319190389 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.
Автор: Mohammad Ahsanullah; B.M. Golam Kibria; Mohammad S Название: Normal and Student?s t Distributions and Their Applications ISBN: 9462390606 ISBN-13(EAN): 9789462390607 Издательство: Springer Рейтинг: Цена: 5589.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The most important properties of normal and Student t-distributions are presented. New related results dealing with the distributions of the sum, product and ratio of the independent normal and Student distributions are presented.
Автор: Umberto Cherubini; Fabrizio Durante; Sabrina Mulin Название: Marshall Olkin Distributions - Advances in Theory and Applications ISBN: 3319384481 ISBN-13(EAN): 9783319384481 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the latest advances in the theory and practice of Marshall-Olkin distributions.
Описание: If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? If cars on a freeway move with constant speed (random from car to car), what is the longest stretch of empty road you will see during a long journey?
Описание: Presents elaborate tables of moments of order statistics as well as BLUES based on complete and censored samples for lognormal distributions. This title includes various illustrative examples for the different uses of these tables pertaining to inference and prediction.
Автор: Karl W. Breitung Название: Asymptotic Approximations for Probability Integrals ISBN: 3540586172 ISBN-13(EAN): 9783540586173 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This self-contained introduction to the subject includes a summary of results of the Laplace methods, which are useful in such areas as reliability, statistics, physics and information theory. A highlighted case is the approximation of multidimensional normal integrals.
Автор: Wolfgang M. Schmidt Название: Diophantine Approximations and Diophantine Equations ISBN: 354054058X ISBN-13(EAN): 9783540540588 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This work studies diophantine approximations to algebraic numbers and their applications to diophantine equations. Thue equations, norm form equations and S-unit equations, with emphasis on recent explicit bounds on the number of solutions, are included.
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