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Peacocks and Associated Martingales, with Explicit Constructions
Springer 2011; US$ 99.99We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale is then said to be associated to this peacock. In... more...
A Weak Convergence Approach to the Theory of Large Deviations
Wiley 2011; US$ 202.00Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis--a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of the theory contributes both to its richness and difficulty.... more...
The Poisson-Dirichlet Distribution and Related Topics
Springer 2010; US$ 79.99The Poisson-Dirichlet distribution is an infinite dimensional probability distribution. It was introduced by Kingman over thirty years ago, and has found applications in a broad range of areas including Bayesian statistics, combinatorics, differential geometry, economics, number theory, physics, and population genetics. This monograph provides a comprehensive... more...
Wahrscheinlichkeitstheorie
Springer 2013; US$ 39.95Seit seinem Erscheinen hat sich das Buch umgehend als Standardwerk für eine umfassende und moderne Einführung in die Wahrscheinlichkeitstheorie und ihre maßtheoretischen Grundlagen etabliert. Themenschwerpunkte sind: Maß- und Integrationstheorie, Grenzwertsätze für Summen von Zufallsvariablen (Gesetze der Großen Zahl,... more...
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Springer 2013; US$ 109.00Limit theorems and asymptotic results form a central topic in probability theory and mathematical statistics. New and non-classical limit theorems have been discovered for processes in random environments, especially in connection with random matrix theory and free probability. These questions and the techniques for answering them combine asymptotic... more...
Extreme Values in Finance, Telecommunications, and the Environment
Taylor and Francis 2003; US$ 145.95Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory... more...
A Primer on Statistical Distributions
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CRC Press 2000; US$ 149.95This volume addresses a major stumbling block encountered throughout the physical and social sciences - fitting a statistical distribution to a set of data. The authors discuss the use of the Generalized Lambda Distribution (GLD), along with the extended GLD, and there are numerous examples. more...
Information-Theoretic Methods for Estimating of Complicated Probability Distributions
Elsevier Science 2006; US$ 200.00Mixing up various disciplines frequently produces something that are profound and far-reaching. Cybernetics is such an often-quoted example. Mix of information theory, statistics and computing technology proves to be very useful, which leads to the recent development of information-theory based methods for estimating complicated probability distributions.... more...
