Download or read book Decomposition of Multivariate Probabilities written by Roger Cuppens and published by Academic Press. This book was released on 2014-06-20 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Decomposition of Multivariate Probability is a nine-chapter text that focuses on the problem of multivariate characteristic functions. After a brief introduction to some useful results on measures and integrals, this book goes on dealing with the classical theory and the Fourier-Stieltjes transforms of signed measures. The succeeding chapters explore the multivariate extension of the well-known Paley-Wiener theorem on functions that are entire of exponential type and square-integrable; the theory of infinitely divisible probabilities and the classical results of Hin?in; and the decompositions of analytic characteristic functions. Other chapters are devoted to the important problem of the description of a specific class on n-variate probabilities without indecomposable factors. The final chapter studies the problem of ?-decomposition of multivariate characteristic functions. This book will prove useful to mathematicians and advance undergraduate and graduate students.
Download or read book Contributions to Probability written by J. Gani and published by Academic Press. This book was released on 2014-05-10 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contributions to Probability: A Collection of Papers Dedicated to Eugene Lukacs is a collection of papers that reflect Professor Eugene Lukacs' broad range of research interests. This text celebrates the 75th birthday of Eugene Lukacs, mathematician, teacher, and research worker in probability and mathematical statistics. This book is organized into two parts encompassing 23 chapters. Part I consists of papers in probability theory, limit theorems, and stochastic processes. This part also deals with the continuation and arithmetic of distribution functions, the arc sine law, Fourier transform methods, and nondifferentiality of the Wiener sheet. Part II includes papers in information and statistical theories. This book will prove useful to statisticians, mathematicians, and advance mathematics students.
Download or read book Decomposition of Random Variables and Vectors written by Ju V. Linnik and published by Amer Mathematical Society. This book was released on 2008-12-17 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Copulae and Multivariate Probability Distributions in Finance written by Alexandra Dias and published by Routledge. This book was released on 2013-08-21 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio theory and much of asset pricing, as well as many empirical applications, depend on the use of multivariate probability distributions to describe asset returns. Traditionally, this has meant the multivariate normal (or Gaussian) distribution. More recently, theoretical and empirical work in financial economics has employed the multivariate Student (and other) distributions which are members of the elliptically symmetric class. There is also a growing body of work which is based on skew-elliptical distributions. These probability models all exhibit the property that the marginal distributions differ only by location and scale parameters or are restrictive in other respects. Very often, such models are not supported by the empirical evidence that the marginal distributions of asset returns can differ markedly. Copula theory is a branch of statistics which provides powerful methods to overcome these shortcomings. This book provides a synthesis of the latest research in the area of copulae as applied to finance and related subjects such as insurance. Multivariate non-Gaussian dependence is a fact of life for many problems in financial econometrics. This book describes the state of the art in tools required to deal with these observed features of financial data. This book was originally published as a special issue of the European Journal of Finance.
Download or read book Analytical Methods in Probability Theory written by Daniel Dugue and published by Springer. This book was released on 2006-11-14 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Strong Approximations in Probability and Statistics written by M. Csörgo and published by Academic Press. This book was released on 2014-07-10 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: Strong Approximations in Probability and Statistics presents strong invariance type results for partial sums and empirical processes of independent and identically distributed random variables (IIDRV). This seven-chapter text emphasizes the applicability of strong approximation methodology to a variety of problems of probability and statistics. Chapter 1 evaluates the theorems for Wiener and Gaussian processes that can be extended to partial sums and empirical processes of IIDRV through strong approximation methods, while Chapter 2 addresses the problem of best possible strong approximations of partial sums of IIDRV by a Wiener process. Chapters 3 and 4 contain theorems concerning the one-time parameter Wiener process and strong approximation for the empirical and quantile processes based on IIDRV. Chapter 5 demonstrate the validity of previously discussed theorems, including Brownian bridges and Kiefer process, for empirical and quantile processes. Chapter 6 illustrate the approximation of defined sequences of empirical density, regression, and characteristic functions by appropriate Gaussian processes. Chapter 7 deal with the application of strong approximation methodology to study weak and strong convergence properties of random size partial sum and empirical processes. This book will prove useful to mathematicians and advance mathematics students.
Download or read book Advances in Applied Strategic Mine Planning written by Roussos Dimitrakopoulos and published by Springer. This book was released on 2018-01-17 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a collection of papers on topics in the field of strategic mine planning, including orebody modeling, mine-planning optimization and the optimization of mining complexes. Elaborating on the state of the art in the field, it describes the latest technologies and related research as well as the applications of a range of related technologies in diverse industrial contexts.
Download or read book High Dimensional Probability written by Roman Vershynin and published by Cambridge University Press. This book was released on 2018-09-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Download or read book Counterexamples in Probability written by Jordan M. Stoyanov and published by Courier Corporation. This book was released on 2013-09-18 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most mathematical examples illustrate the truth of a statement; counterexamples demonstrate a statement's falsity. This third edition features the author's revisions and corrections plus a substantial new appendix. 2012 edition.
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Download or read book Probability A Lively Introduction written by Henk Tijms and published by Cambridge University Press. This book was released on 2017-10-06 with total page 547 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability has applications in many areas of modern science, not to mention in our daily life. Its importance as a mathematical discipline cannot be overrated, and it is a fascinating and surprising topic in its own right. This engaging textbook with its easy-to-follow writing style provides a comprehensive yet concise introduction to the subject. It covers all of the standard material for undergraduate and first-year-graduate-level courses as well as many topics that are usually not found in standard texts, such as Bayesian inference, Markov chain Monte Carlo simulation, and Chernoff bounds.
Download or read book Computation of Multivariate Normal and t Probabilities written by Alan Genz and published by Springer Science & Business Media. This book was released on 2009-07-09 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multivariate normal and t probabilities are needed for statistical inference in many applications. Modern statistical computation packages provide functions for the computation of these probabilities for problems with one or two variables. This book describes recently developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. The book discusses methods for specialized problems as well as methods for general problems. The book includes examples that illustrate the probability computations for a variety of applications.
Download or read book Analysis of Multivariate and High Dimensional Data written by Inge Koch and published by Cambridge University Press. This book was released on 2014 with total page 531 pages. Available in PDF, EPUB and Kindle. Book excerpt: This modern approach integrates classical and contemporary methods, fusing theory and practice and bridging the gap to statistical learning.
Download or read book Algebraic Probability Theory written by Imre Ruzsa and published by . This book was released on 1988-11-28 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: A large part of probability theory is the study of operations on, and convergence of, probability distributions. The most frequently used operations turn the set of distributions into a semigroup. A considerable part of probability theory can be expressed, proved, sometimes even understood in terms of the abstract theory of topological semigroups. The authors 'algebraic probability theory' is a field where problems stem mainly from probability theory, have an arithmetical flair and are often dressed in terms of algebra, while the tools employed frequently belong to the theory of (complex) functions and abstract harmonic analysis. It lies at the cross-roads of numerous mathematical theories, and should serve as a catalyst to further research.
Download or read book Asymptotics in Statistics and Probability written by Madan L. Puri and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-11-05 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Asymptotics in Statistics and Probability".
Download or read book Copulas and Their Applications in Water Resources Engineering written by Lan Zhang and published by Cambridge University Press. This book was released on 2019-01-10 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: Illustration of copula theory with detailed real-world case study examples in the fields of hydrology and water resources engineering.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 1390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
