Geometric Sums: Bounds for Rare Events with Applications, Vladimir V. Kalashnikov

Автор: V.V. Buldygin; Serguei Solntsev
Название: Asymptotic Behaviour of Linearly Transformed Sums of Random Variables
ISBN: 0792346327 ISBN-13(EAN): 9780792346326
Издательство: Springer
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Описание: Deals with the almost sure asymptotic behaviour of linearly transformed sequences of independent random variables, vectors and elements of topological vector spaces. This book is intended for experts in probability theory and theory of random processes.

Автор: Barry C. Arnold; Narayanaswamy Balakrishnan
Название: Relations, Bounds and Approximations for Order Statistics
ISBN: 0387969756 ISBN-13(EAN): 9780387969756
Издательство: Springer
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Описание: Balakrishnan Hamilton, Ontario Canada November, 1988 Table of Contents Chapter 1: TIlE DISTRIBUTION OF ORDER STATISTICS Exercises 4 Chapter 2: RECURRENCE RELATIONS AND IDENTITIES FOR ORDER STATISTICS 2. Results for two related populations 2. Results for exchangeable variates 23 25 Exercises Chapter 3: BOUNDS ON EXPECTATIONS OF ORDER STATISTICS 3.

Автор: Ibrahim Rahimov
Название: Random Sums and Branching Stochastic Processes
ISBN: 038794446X ISBN-13(EAN): 9780387944463
Издательство: Springer
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Описание: The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes. The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes.

Автор: Oleg Klesov
Название: Limit Theorems for Multi-Indexed Sums of Random Variables
ISBN: 3662443872 ISBN-13(EAN): 9783662443873
Издательство: Springer
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Описание: Applications of the described theory include Gibbs fields, spin glasses, polymer models, image analysis and random shapes.Limit theorems form the backbone of probability theory and statistical theory alike.

Автор: Francois Longin
Название: Extreme Events in Finance - A Handbook of Extreme Value Theory and its Applications
ISBN: 1118650190 ISBN-13(EAN): 9781118650196
Издательство: Wiley
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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"--