國立高雄大學圖資館 |

Language: English

Back

Extreme values in random sequences

Record Type:	Electronic resources : Monograph/item
Title/Author:	Extreme values in random sequencesby Pavle Mladenović.
Author:	Mladenović, Pavle.
Published:	Cham :Springer Nature Switzerland :2024.
Description:	xii, 278 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Extreme value theory.
Online resource:	https://doi.org/10.1007/978-3-031-57412-2
ISBN:	9783031574122$q(electronic bk.)

Extreme values in random sequences
Mladenović, Pavle.

Extreme values in random sequences[electronic resource] /by Pavle Mladenović. - Cham :Springer Nature Switzerland :2024. - xii, 278 p. :ill., digital ;24 cm. - Springer series in operations research and financial engineering,2197-1773. - Springer series in operations research and financial engineering..

Preface -- Regularly Varying Functions -- Basic Results of Extreme Value Theory -- Time Series and Missing Observations -- Combinatorial Problems and Extreme Values -- Bibliography -- Index.

The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of different combinatorial configurations. The necessary contents related to regularly varying functions and basic results of extreme value theory are included in the first two chapters with examples, exercises and supplements. The motivation for consideration maxima in incomplete samples arises from the fact that real data are often incomplete. A sequence of observed random variables from a stationary sequence is also stationary only in very special cases. Hence, the results provided in the third chapter are also related to non-stationary sequences. The proof of theorems related to joint limiting distribution of maxima in complete and incomplete samples requires a non-trivial combination of combinatorics and point process theory. Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors. The topics presented here provide insight into the natural connections between probability theory and algebra, combinatorics, graph theory and combinatorial geometry. The contents of the book may be useful for graduate students and researchers who are interested in probabilistic extreme value theory and its applications.

ISBN: 9783031574122$q(electronic bk.)

Standard No.: 10.1007/978-3-031-57412-2doiSubjects--Topical Terms:

186299
Extreme value theory.

LC Class. No.: QA273.6

Dewey Class. No.: 519.24

Extreme values in random sequences
LDR:02890nmm a2200361 a 4500 001 659419
003 DE-He213
005 20240518123927.0
006 m d
007 cr nn 008maaau
008 240927s2024 sz s 0 eng d
020 $a 9783031574122$q(electronic bk.)
020 $a 9783031574115$q(paper)
024 7 $a 10.1007/978-3-031-57412-2 $2 doi
035 $a 978-3-031-57412-2
040 $a GP $c GP
041 0 $a eng
050 4 $a QA273.6
072 7 $a PBT $2 bicssc
072 7 $a PBWL $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.24 $2 23
090 $a QA273.6 $b .M685 2024
100 1 $a Mladenović, Pavle. $3 970824
245 1 0 $a Extreme values in random sequences $h [electronic resource] / $c by Pavle Mladenović.
260 $a Cham : $b Springer Nature Switzerland : $b Imprint: Springer, $c 2024.
300 $a xii, 278 p. : $b ill., digital ; $c 24 cm.
490 1 $a Springer series in operations research and financial engineering, $x 2197-1773
505 0 $a Preface -- Regularly Varying Functions -- Basic Results of Extreme Value Theory -- Time Series and Missing Observations -- Combinatorial Problems and Extreme Values -- Bibliography -- Index.
520 $a The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of different combinatorial configurations. The necessary contents related to regularly varying functions and basic results of extreme value theory are included in the first two chapters with examples, exercises and supplements. The motivation for consideration maxima in incomplete samples arises from the fact that real data are often incomplete. A sequence of observed random variables from a stationary sequence is also stationary only in very special cases. Hence, the results provided in the third chapter are also related to non-stationary sequences. The proof of theorems related to joint limiting distribution of maxima in complete and incomplete samples requires a non-trivial combination of combinatorics and point process theory. Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors. The topics presented here provide insight into the natural connections between probability theory and algebra, combinatorics, graph theory and combinatorial geometry. The contents of the book may be useful for graduate students and researchers who are interested in probabilistic extreme value theory and its applications.
650 0 $a Extreme value theory. $3 186299
650 1 4 $a Applied Probability. $3 922631
650 2 4 $a Stochastic Processes. $3 743764
650 2 4 $a Stochastic Analysis. $3 922616
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer Nature eBook
830 0 $a Springer series in operations research and financial engineering. $3 567467
856 4 0 $u https://doi.org/10.1007/978-3-031-57412-2
950 $a Mathematics and Statistics (SpringerNature-11649)