Topics in Infinitely Divisible Distributions and L?vy Processes, Revised Edition, Alfonso Rocha-Arteaga; Ken-iti Sato
Автор: Sato Название: L?vy Processes and Infinitely Divisible Distributions ISBN: 1107656494 ISBN-13(EAN): 9781107656499 Издательство: Cambridge Academ Рейтинг: Цена: 11246.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This successful text provides a comprehensive basic knowledge of Levy processes and serves as an introduction to stochastic processes in general. Now in paperback, this corrected edition contains a brand new supplement discussing relevant developments in the area since the book`s initial publication.
Описание: This book focuses on quantitative approximation results for weak limit theorems when the target limiting law is infinitely divisible with finite first moment. Two methods are presented and developed to obtain such quantitative results. At the root of these methods stands a Stein characterizing identity discussed in the third chapter and obtained thanks to a covariance representation of infinitely divisible distributions. The first method is based on characteristic functions and Stein type identities when the involved sequence of random variables is itself infinitely divisible with finite first moment. In particular, based on this technique, quantitative versions of compound Poisson approximation of infinitely divisible distributions are presented. The second method is a general Stein's method approach for univariate selfdecomposable laws with finite first moment. Chapter 6 is concerned with applications and provides general upper bounds to quantify the rate of convergence in classical weak limit theorems for sums of independent random variables. This book is aimed at graduate students and researchers working in probability theory and mathematical statistics.
Автор: Arnold Janssen; Hartmut Milbrodt; Helmut Strasser Название: Infinitely Divisible Statistical Experiments ISBN: 0387960554 ISBN-13(EAN): 9780387960555 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended to give an account of the theory of infi- nitely divisible statistical experiments which started from LeCam, 1974. It includes a presentation of LeCam's basic results as well as new developments in the field. The book consists of four chapters written by different authors. Chapters I, III and IV have been prepared in Bayreuth with the support of the Deutsche Forschungsgemeinschaft (DFG); Chapter II is part of its author's Habilitationsschrift, 1982 (Dortmund). For the reader's convenience, the chapters have been unified in presentation, without neglecting differences in the individual styles of writing. The authors are grateful to Dr. C. Becker for carefully reviewing the manuscript. Furthermore, acknowledgements are gratefully extended to the DFG for partly subsidizing Dr. Becker and the second author by a grant. Some special words of thanks are due to Mrs. Witzigmann, who typed the final manuscript and its predecessors with patience and skill. Universitat Bayreuth und A. Janssen Universitat Dortmund, H. Milbrodt Dezember 1984 H. Strasser CONTENTS Preface Introduction L its of Triangular Arrays of 14 I. EXEeriments (H. Milbrodt and H. Strasser) 1. Basic Concepts 14 19 2. Gaussian Exper ents 3. Introduction to Poisson Experiments 25 4. Convergence of Poisson Experiments 32 5. Convergence of Triangular Arrays 38 6. Identification of Limit Experiments 47 The Levy-Khintchine Formula for Infinitely 55 II.
Автор: A. Liemant; K. Matthes; A. Wakolbinger Название: Equilibrium Distributions of Branching Processes ISBN: 9027727740 ISBN-13(EAN): 9789027727749 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Barry C. Arnold; Enrique Castillo; Jose-Maria Sara Название: Conditionally Specified Distributions ISBN: 0387977945 ISBN-13(EAN): 9780387977942 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The concept of conditional specification is not new. Arnold Riverside, California USA Enrique Castillo Jose Maria Sarabia Santander, Cantabria Spain January, 1991 Contents 1 Conditional Specification 1 1.1 Why? . 2 1.3 Early work on conditional specification 4 1.4 Organization of this monograph . . . . . . . . . . . . . . . . . . . . . . . . . . .
Описание: These notes represent our summary of much of the recent research that has been done in recent years on approximations and bounds that have been developed for compound distributions and related quantities which are of interest in insurance and other areas of application in applied probability.
Автор: Olivier Thas Название: Comparing Distributions ISBN: 1461424496 ISBN-13(EAN): 9781461424499 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume provides a theoretical treatment of a wide range of goodness-of-fit statistical methods. By comparing techniques for both one-sample and k-sample problems, the text offers a wider perspective that considers graphic and estimation parameters, and emphasizes their theoretical similarities.
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: Duangkamon Chotikapanich Название: Modeling Income Distributions and Lorenz Curves ISBN: 1441924930 ISBN-13(EAN): 9781441924933 Издательство: Springer Рейтинг: Цена: 29209.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The parameterization of income distributions using Lorenz Curves is a useful technique to analyze the characteristics of income inequality within a given population. This book brings together classic papers in the field including cutting-edge contributions.
Автор: Sergey Foss; Dmitry Korshunov; Stan Zachary Название: An Introduction to Heavy-Tailed and Subexponential Distributions ISBN: 1461471001 ISBN-13(EAN): 9781461471004 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Heavy-tailed probability distributions are an important component in the modeling of many stochastic systems.
Описание: This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more general renewal processes.
Автор: N. Balakrishnan; Chin Diew Lai Название: Continuous Bivariate Distributions ISBN: 1441918752 ISBN-13(EAN): 9781441918758 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.
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