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ISBN: 3163374522 Year: 1975 Publisher: Tübingen Mohr Siebeck
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519.2 --- Distribution (Probability theory) --- Industrial concentration --- -Statistics --- Statistical analysis --- Statistical data --- Statistical methods --- Statistical science --- Mathematics --- Econometrics --- Combinations, Industrial --- Concentration, Industrial --- Economic concentration --- Big business --- Duopolies --- Oligopolies --- Trusts, Industrial --- Competition --- Consolidation and merger of corporations --- Industrial organization --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probability. Mathematical statistics --- 519.2 Probability. Mathematical statistics --- Statistics
Book
ISBN: 1282973789 9786612973789 3034800096 3034800088 Year: 2011 Publisher: [Basel] : Birkhauser Verlag,
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Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results. In this third edition, the dramatic change of focus of extreme value theory has been taken into account: from concentrating on maxima of observations it has shifted to large observations, defined as exceedances over high thresholds. One emphasis of the present third edition lies on multivariate generalized Pareto distributions, their representations, properties such as their peaks-over-threshold stability, simulation, testing and estimation. Reviews of the 2nd edition: "In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field." David Stirzaker, Bulletin of the London Mathematical Society "Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook." Holger Drees, Metrika.
Extreme value theory. --- Poisson processes. --- Distribution (Probability theory) --- Random variables --- Processes, Poisson --- Point processes --- Distribution (Probability theory. --- Mathematical statistics. --- Probability Theory and Stochastic Processes. --- Statistical Theory and Methods. --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Distribution functions --- Frequency distribution --- Characteristic functions --- Statistical methods --- Probabilities. --- Statistics . --- Statistical analysis --- Statistical data --- Statistical science --- Econometrics --- Probability --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk
ISBN: 9783540711889 3540711880 3540711899 Year: 2007 Publisher: Berlin ; Heidelberg : Springer-Verlag,
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Two noteworthy features of the 40th volume of the Séminaire de Probabilités are L. Coutin’s advanced course on calculus driven by fractional Brownian motion, and a series of seven interrelated works on local time-space calculus. Other topics from stochastic processes and stochastic finance include three contributions by A.S. Cherny on general approaches to arbitrage pricing.
Probabilities --- Stochastic processes --- Probabilités --- Processus stochastiques --- Congresses --- Congrès --- Probabilities -- Congresses. --- Stochastic processes -- Congresses. --- Mathematical Statistics --- Mathematics --- Physical Sciences & Mathematics --- Mathematics. --- Game theory. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Game Theory, Economics, Social and Behav. Sciences. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk --- Games, Theory of --- Theory of games --- Mathematical models --- Math --- Science --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Distribution (Probability theory)
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