Closure Properties for Heavy-Tailed and Related Distributions : An Overview / Remigijus Leipus, Jonas Šiaulys, Dimitrios Konstantinides |
Autore | Leipus, Remigijus |
Pubbl/distr/stampa | Cham, : Springer, 2023 |
Descrizione fisica | ix, 92 p. : ill. ; 24 cm |
Altri autori (Persone) |
Konstantinides, Dimitrios
Šiaulys, Jonas |
Soggetto topico |
60E05 - Probability distributions: general theory [MSC 2020]
60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60K05 - Renewal theory [MSC 2020] 62E20 - Asymptotic distribution theory in statistics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 91G05 - Actuarial mathematics [MSC 2020] |
Soggetto non controllato |
Asymptotic analysis
Closure Property Convolution Closure Convolution-Root Closure Decision making Heavy tails Heavy-Tailed distribution Max-Sum Equivalence Product-Convolution Closure Risk management |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-VAN00279395 |
Leipus, Remigijus | ||
Cham, : Springer, 2023 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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Correlated random systems : five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
Edizione | [Cham [etc.] : Springer, 2015] |
Pubbl/distr/stampa | VII, 208 p., : ill. ; 24 cm |
Descrizione fisica | In copubblicazione con la Société de Mathématique de France (SMF) |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60F10 - Large deviations [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0105339 |
VII, 208 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Correlated random systems: five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
Descrizione fisica | VII, 208 p. : ill. ; 24 cm |
Soggetto topico |
60J25 - Continuous-time Markov processes on general state spaces [MSC 2020]
60G15 - Gaussian processes [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 60F10 - Large deviations [MSC 2020] 60B20 - Random matrices (probabilistic aspects) [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Soggetto non controllato |
Extremes of large combinatorial structures
Local times Random matrices Random polymers Spin glasses |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0105339 |
Cham [etc.], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Correlated random systems: five different methods : CIRM Jean-Morlet chair, Spring 2013 / Véronique Gayrard, Nicola Kistler editors |
Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
Descrizione fisica | VII, 208 p. : ill. ; 24 cm |
Soggetto topico |
60B20 - Random matrices (probabilistic aspects) [MSC 2020]
60F10 - Large deviations [MSC 2020] 60G15 - Gaussian processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60J25 - Continuous-time Markov processes on general state spaces [MSC 2020] 60J85 - Applications of branching processes [MSC 2020] 60K37 - Processes in random environments [MSC 2020] 82B41 - Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics [MSC 2020] 82C44 - Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics [MSC 2020] |
Soggetto non controllato |
Extremes of large combinatorial structures
Local times Random matrices Random polymers Spin glasses |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00105339 |
Cham [etc.], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Extreme value distributions / Mohammad Ahsanullah |
Autore | Ahsanullah, Mohammad |
Pubbl/distr/stampa | [Amsterdam], : Atlantis, 2016 |
Descrizione fisica | VIII, 137 p. : ill. ; 24 cm |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Kxx - Special processes [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 26A12 - Rate of growth of functions, orders of infinity, slowly varying functions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Soggetto non controllato |
Domain of Attraction
Estimation of model parameters Order Statistics Prediction Records |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114754 |
Ahsanullah, Mohammad | ||
[Amsterdam], : Atlantis, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Extreme value distributions / Mohammad Ahsanullah |
Autore | Ahsanullah, Mohammad |
Pubbl/distr/stampa | [Amsterdam], : Atlantis, 2016 |
Descrizione fisica | VIII, 137 p. : ill. ; 24 cm |
Soggetto topico |
26A12 - Rate of growth of functions, orders of infinity, slowly varying functions [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60Kxx - Special processes [MSC 2020] |
Soggetto non controllato |
Domain of Attraction
Estimation of model parameters Order Statistics Prediction Records |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00114754 |
Ahsanullah, Mohammad | ||
[Amsterdam], : Atlantis, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Extreme value distributions / Mohammad Ahsanullah |
Autore | Ahsanullah, Mohammad |
Edizione | [[Amsterdam] : Atlantis, 2016] |
Pubbl/distr/stampa | VIII, 137 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Kxx - Special processes [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 26A12 - Rate of growth of functions, orders of infinity, slowly varying functions [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114754 |
Ahsanullah, Mohammad | ||
VIII, 137 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Extreme Value Theory with Applications to Natural Hazards : From Statistical Theory to Industrial Practice / Nicolas Bousquet, Pietro Bernardara editors |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xxii, 481 p. : ill. ; 24 cm |
Soggetto topico |
62-XX - Statistics [MSC 2020]
86-XX - Geophysics [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [MSC 2020] |
Soggetto non controllato |
Cumulated hazards
Downscaling Extreme Floods Extreme Temperature Extreme value statistics Historical data Maritime Storm Meteorology Natural Hazards Non-stationarity and climate change Nonstationarity Probabilistic modelling Risk analysis Stochastic and numerical modelling |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0274738 |
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Extreme Value Theory with Applications to Natural Hazards : From Statistical Theory to Industrial Practice / Nicolas Bousquet, Pietro Bernardara editors |
Pubbl/distr/stampa | Cham, : Springer, 2021 |
Descrizione fisica | xxii, 481 p. : ill. ; 24 cm |
Soggetto topico |
60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [MSC 2020] 86-XX - Geophysics [MSC 2020] |
Soggetto non controllato |
Cumulated hazards
Downscaling Extreme Floods Extreme Temperature Extreme value statistics Historical data Maritime Storm Meteorology Natural Hazards Non-stationarity and climate change Nonstationarity Probabilistic modelling Risk analysis Stochastic and numerical modelling |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00274738 |
Cham, : Springer, 2021 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Heavy-Tailed Time Series / Rafal Kulik, Philippe Soulier |
Autore | Kulik, Rafal |
Pubbl/distr/stampa | New York, : Springer, 2020 |
Descrizione fisica | xix, 681 p. : ill. ; 24 cm |
Altri autori (Persone) | Soulier, Philippe |
Soggetto topico |
60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62G32 - Statistics of extreme values; tail inference [MSC 2020] |
Soggetto non controllato |
Extremal processes
Extreme value theory Point processes Stable Processes Statistics of extreme values Tail inference Time series |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0250532 |
Kulik, Rafal | ||
New York, : Springer, 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
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