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Author | : M. R. Leadbetter |
Publisher | : |
Total Pages | : 103 |
Release | : 1979 |
Genre | : |
ISBN | : |
Download Extremal and Related Properties of Stationary Processes. Part I. Extremes of Stationary Sequences Book in PDF, ePub and Kindle
This report considers the generalization of classical extreme value theory for independent random variables, to apply to stationary stochastic processes. Part 1 is concerned with stochastic sequences and part 2 will deal with continuous time processs. (Author).
Author | : M. R. Leadbetter |
Publisher | : Springer Science & Business Media |
Total Pages | : 344 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461254493 |
Download Extremes and Related Properties of Random Sequences and Processes Book in PDF, ePub and Kindle
Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.
Author | : M. R. Leadbetter |
Publisher | : |
Total Pages | : 23 |
Release | : 1978 |
Genre | : |
ISBN | : |
Download On Extremes of Stationary Processes Book in PDF, ePub and Kindle
Certain aspects of extremal theory for stationary sequences and continuous parameter stationary processes, are discussed in this paper. A slightly modified form of a previously used dependence condition, leads to simple proofs of some key results in extremal theory of stationary sequences. Dependence conditions of a 'weak mixing' type are introduced for continuous parameter stationary processes and results of classical extreme value theory extended to that context. (Author).
Author | : Georg Lindgren |
Publisher | : CRC Press |
Total Pages | : 378 |
Release | : 2012-10-01 |
Genre | : Mathematics |
ISBN | : 1466557796 |
Download Stationary Stochastic Processes Book in PDF, ePub and Kindle
Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
Author | : A. Ladneva |
Publisher | : |
Total Pages | : 18 |
Release | : 2000 |
Genre | : |
ISBN | : |
Download On Double Extremes of Gaussian Stationary Processes Book in PDF, ePub and Kindle
Author | : Patrick Albin |
Publisher | : |
Total Pages | : 60 |
Release | : 1988 |
Genre | : |
ISBN | : |
Download On Extremes for Multidimensional Differentiable Stationary Processes Book in PDF, ePub and Kindle
Author | : Richard Alan Davis |
Publisher | : |
Total Pages | : 244 |
Release | : 1979 |
Genre | : Stationary processes |
ISBN | : |
Download Extremes of Stationary Processes Book in PDF, ePub and Kindle
Author | : Simeon Berman |
Publisher | : CRC Press |
Total Pages | : 315 |
Release | : 2017-07-12 |
Genre | : Mathematics |
ISBN | : 1351415646 |
Download Sojourns And Extremes of Stochastic Processes Book in PDF, ePub and Kindle
Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Author | : J. M. P. Albin |
Publisher | : |
Total Pages | : 31 |
Release | : 1998 |
Genre | : |
ISBN | : |
Download Extremes and Upcrossing Intensities for P-differentiable Stationary Processes Book in PDF, ePub and Kindle
Author | : R. J. Adler |
Publisher | : Springer Science & Business Media |
Total Pages | : 455 |
Release | : 2009-01-29 |
Genre | : Mathematics |
ISBN | : 0387481168 |
Download Random Fields and Geometry Book in PDF, ePub and Kindle
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.