Download or read book Probability Theory and Extreme Value Theory written by Madan Lal Puri and published by V.S.P. International Science. This book was released on 2003-08 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability Theory and Extreme Value Theory written by Madan Lal Puri and published by De Gruyter Mouton. This book was released on 2011-07-11 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Selected Collected Works Probability Theory and Extreme Value Theory written by George G. Roussas and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Probability Theory and Extreme Value Theory written by Madan Lal Puri and published by Walter de Gruyter. This book was released on 2011-07-11 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Madan Lal Puri Selected Collected Works written by Madan Lal Puri and published by VSP. This book was released on 2003-01-01 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research. This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible. The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.
Download or read book Selected collected works written by Madan Lal Puri and published by VSP. This book was released on 2003-01-01 with total page 760 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research. This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 3: Time Series, Fuzzy Analysis and Miscellaneous Topics), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible. The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri'spublications.
Download or read book Selected Collected Works Nonparametric methods in statistics and related topics written by Madan Lal Puri and published by V.S.P. International Science. This book was released on 2003 with total page 803 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book together with the other two volumes (Volume 2: Probability Theory and Extreme Value Theory; Volume 3: Time Series, Fuzzy Analysis and Miscellaneous Topics), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible. The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.
Download or read book Extreme Value Theory and Applications written by J. Galambos and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: It appears that we live in an age of disasters: the mighty Missis sippi and Missouri flood millions of acres, earthquakes hit Tokyo and California, airplanes crash due to mechanical failure and the seemingly ever increasing wind speeds make the storms more and more frightening. While all these may seem to be unexpected phenomena to the man on the street, they are actually happening according to well defined rules of science known as extreme value theory. We know that records must be broken in the future, so if a flood design is based on the worst case of the past then we are not really prepared against floods. Materials will fail due to fatigue, so if the body of an aircraft looks fine to the naked eye, it might still suddenly fail if the aircraft has been in operation over an extended period of time. Our theory has by now penetrated the so cial sciences, the medical profession, economics and even astronomy. We believe that our field has come of age. In or~er to fully utilize the great progress in the theory of extremes and its ever increasing acceptance in practice, an international conference was organized in which equal weight was given to theory and practice. This book is Volume I of the Proceedings of this conference. In selecting the papers for Volume lour guide was to have authoritative works with a large variety of coverage of both theory and practice.
Download or read book Time Series Fuzzy Analysis and Miscellaneous Topics written by Madan Lal Puri and published by Walter de Gruyter. This book was released on 2011-08-02 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research.This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible.The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.
Download or read book An Introduction to Statistical Modeling of Extreme Values written by Stuart Coles and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Download or read book Extreme Value Methods with Applications to Finance written by Serguei Y. Novak and published by CRC Press. This book was released on 2011-12-20 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme value theory (EVT) deals with extreme (rare) events, which are sometimes reported as outliers. Certain textbooks encourage readers to remove outliers—in other words, to correct reality if it does not fit the model. Recognizing that any model is only an approximation of reality, statisticians are eager to extract information about unknown distribution making as few assumptions as possible. Extreme Value Methods with Applications to Finance concentrates on modern topics in EVT, such as processes of exceedances, compound Poisson approximation, Poisson cluster approximation, and nonparametric estimation methods. These topics have not been fully focused on in other books on extremes. In addition, the book covers: Extremes in samples of random size Methods of estimating extreme quantiles and tail probabilities Self-normalized sums of random variables Measures of market risk Along with examples from finance and insurance to illustrate the methods, Extreme Value Methods with Applications to Finance includes over 200 exercises, making it useful as a reference book, self-study tool, or comprehensive course text. A systematic background to a rapidly growing branch of modern Probability and Statistics: extreme value theory for stationary sequences of random variables.
Download or read book On extreme value statistics written by Chen Zhou and published by Rozenberg Publishers. This book was released on 2008 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the 18th century, statisticians sometimes worked as consultants to gamblers. In order to answer questions like "If a fair coin is flipped 100 times, what is the probability of getting 60 or more heads?", Abraham de Moivre discovered the so-called "normal curve". Independently, Pierre-Simon Laplace derived the central limit theorem, where the normal distribution acts as the limit for the distribution of the sample mean. Nowadays, statisticians sometimes work as consultants for economists, to whom the normal distribution is far from a satisfactory model. For example, one may need to model large-impact financial events in order to to answer questions like "What is the probability of getting into a crisis period similar to the credit squeeze in 2007 in the coming 10 years?". At first glance, estimating the chances of events that rarely happen or even have never happened before sounds like a "mission impossible". The development of Extreme Value Theory (EVT) shows that it is in fact possible to achieve this goal. Different from the central limit theorem, Extreme Value Theory starts from the limit distribution of the sample maximum. Initiated by M. Frechet, R. Fisher and R. von Mises, the limit theory completed by B. Gnedenko, gave the fundamental assumption in EVT, the "extreme value condition". Statistically, the extreme value condition provides a semi-parametric model for the tails of distribution functions. Therefore it can be applied to evaluate the rare events. On the other hand, since the assumption is rather general and natural, the semi-parametric model can have extensive applications in numerous felds.
Download or read book Research Creative Activity written by and published by . This book was released on 2003 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Forecasting and Assessing Risk of Individual Electricity Peaks written by Maria Jacob and published by Springer Nature. This book was released on 2019-09-25 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: The overarching aim of this open access book is to present self-contained theory and algorithms for investigation and prediction of electric demand peaks. A cross-section of popular demand forecasting algorithms from statistics, machine learning and mathematics is presented, followed by extreme value theory techniques with examples. In order to achieve carbon targets, good forecasts of peaks are essential. For instance, shifting demand or charging battery depends on correct demand predictions in time. Majority of forecasting algorithms historically were focused on average load prediction. In order to model the peaks, methods from extreme value theory are applied. This allows us to study extremes without making any assumption on the central parts of demand distribution and to predict beyond the range of available data. While applied on individual loads, the techniques described in this book can be extended naturally to substations, or to commercial settings. Extreme value theory techniques presented can be also used across other disciplines, for example for predicting heavy rainfalls, wind speed, solar radiation and extreme weather events. The book is intended for students, academics, engineers and professionals that are interested in short term load prediction, energy data analytics, battery control, demand side response and data science in general.
Download or read book Probability written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-08-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Download or read book Extreme Value Theory written by Jürg Hüsler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.
Download or read book Chaos Theory Modeling Simulation And Applications Selected Papers From The 3rd Chaotic Modeling And Simulation International Conference Chaos2010 written by Christos H Skiadas and published by World Scientific. This book was released on 2011-05-31 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: The work done in chaotic modeling and simulation during the last decades has changed our views of the world around us and has introduced new scientific tools, methods and techniques. Advanced topics of these achievements are included in this volume on Chaos Theory which focuses on Chaotic Modeling, Simulation and Applications of the nonlinear phenomena. This volume includes the best papers presented in the 3rd International Conference on CHAOS. This interdisciplinary conference attracted people from many scientific fields dealing with chaos, nonlinear dynamics, fractals and the works presented and the papers included here are of particular interest that could provide a broad understanding of chaos in its various forms.The chapters relate to many fields of chaos including Dynamical and Nonlinear Systems, Attractors and Fractals, Hydro-Fluid Dynamics and Mechanics, Chaos in Meteorology and Cosmology, Chaos in Biology and Genetics, Chaotic Control, Chaos in Economy and Markets, and Computer Composition and Chaotic Simulations, including related applications.
