Probability Metrics and the Stability of Stochastic Models PDF Download
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Author: Svetlozar T. Rachev
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 520
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Book Description
Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.
Author: Svetlozar T. Rachev
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 520
Get Book Here
Book Description
Concentrates on four specialized research directions as well as applications to different problems of probability theory. These include: description of the basic structure of p. metrics, analysis of the topologies in the space of probability measures generated by different types of p. metrics, characterization of the ideal metrics for the given problem and investigations of the main relationships between different types of p. metrics. The presentation here is given in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.
Author: Alexander Zeifman
Publisher: MDPI
ISBN: 3036504524
Category : Mathematics
Languages : en
Pages : 370
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Book Description
The aim of this Special Issue of Mathematics is to commemorate the outstanding Russian mathematician Vladimir Zolotarev, whose 90th birthday will be celebrated on February 27th, 2021. The present Special Issue contains a collection of new papers by participants in sessions of the International Seminar on Stability Problems for Stochastic Models founded by Zolotarev. Along with research in probability distributions theory, limit theorems of probability theory, stochastic processes, mathematical statistics, and queuing theory, this collection contains papers dealing with applications of stochastic models in modeling of pension schemes, modeling of extreme precipitation, construction of statistical indicators of scientific publication importance, and other fields.
Author: Svetlozar Todorov Rachev
Publisher:
ISBN: 9780608212883
Category : Limit theorems (Probability theory)
Languages : en
Pages : 508
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Book Description
Author: John M. Lachin
Publisher: John Wiley & Sons
ISBN: 0470317892
Category : Mathematics
Languages : en
Pages : 568
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Book Description
Comprehensive coverage of classical and modern methods of biostatistics Biostatistical Methods focuses on the assessment of risks and relative risks on the basis of clinical investigations. It develops basic concepts and derives biostatistical methods through both the application of classical mathematical statistical tools and more modern likelihood-based theories. The first half of the book presents methods for the analysis of single and multiple 2x2 tables for cross-sectional, prospective, and retrospective (case-control) sampling, with and without matching using fixed and two-stage random effects models. The text then moves on to present a more modern likelihood- or model-based approach, which includes unconditional and conditional logistic regression; the analysis of count data and the Poisson regression model; and the analysis of event time data, including the proportional hazards and multiplicative intensity models. The book contains a technical appendix that presents the core mathematical statistical theory used for the development of classical and modern statistical methods. Biostatistical Methods: The Assessment of Relative Risks: * Presents modern biostatistical methods that are generalizations of the classical methods discussed * Emphasizes derivations, not just cookbook methods * Provides copious reference citations for further reading * Includes extensive problem sets * Employs case studies to illustrate application of methods * Illustrates all methods using the Statistical Analysis System(r) (SAS) Supplemented with numerous graphs, charts, and tables as well as a Web site for larger data sets and exercises, Biostatistical Methods: The Assessment of Relative Risks is an excellent guide for graduate-level students in biostatistics and an invaluable reference for biostatisticians, applied statisticians, and epidemiologists.
Author: S?ren Asmussen
Publisher: World Scientific
ISBN: 9814282529
Category : Mathematics
Languages : en
Pages : 621
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Book Description
The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the Cramr?Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber?Shiu functions and dependence.
Author: Svetlozar T. Rachev
Publisher: Springer Science & Business Media
ISBN: 0387227555
Category : Mathematics
Languages : en
Pages : 533
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Book Description
The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.
Author: V. V. Senatov
Publisher: VSP
ISBN: 9789067642927
Category : Mathematics
Languages : en
Pages : 380
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Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Author: Alexander T. Basilevsky
Publisher: John Wiley & Sons
ISBN: 0470317736
Category : Mathematics
Languages : en
Pages : 770
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Book Description
Statistical Factor Analysis and Related Methods Theory andApplications In bridging the gap between the mathematical andstatistical theory of factor analysis, this new work represents thefirst unified treatment of the theory and practice of factoranalysis and latent variable models. It focuses on such areasas: * The classical principal components model and sample-populationinference * Several extensions and modifications of principal components,including Q and three-mode analysis and principal components in thecomplex domain * Maximum likelihood and weighted factor models, factoridentification, factor rotation, and the estimation of factorscores * The use of factor models in conjunction with various types ofdata including time series, spatial data, rank orders, and nominalvariable * Applications of factor models to the estimation of functionalforms and to least squares of regression estimators
Author: Vladimir E. Bening
Publisher: Walter de Gruyter
ISBN: 3110936011
Category : Business & Economics
Languages : en
Pages : 456
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Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Author: Brigitte Chauvin
Publisher: Birkhäuser
ISBN: 3034882114
Category : Mathematics
Languages : en
Pages : 526
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Book Description
This is the second volume in a series of innovative proceedings entirely devoted to the connections between mathematics and computer science. Here mathematics and computer science are directly confronted and joined to tackle intricate problems in computer science with deep and innovative mathematical approaches. The book serves as an outstanding tool and a main information source for a large public in applied mathematics, discrete mathematics and computer science, including researchers, teachers, graduate students and engineers. It provides an overview of the current questions in computer science and the related modern and powerful mathematical methods. The range of applications is very wide and reaches beyond computer science.
