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A Course of Stochastic Analysis / / Alexander Melnikov
| A Course of Stochastic Analysis / / Alexander Melnikov |
| Autore | Melnikov Alexander |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] |
| Descrizione fisica | 1 online resource (214 pages) |
| Disciplina | 519.2 |
| Collana | CMS/CAIMS Books in Mathematics Series |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031253263
9783031253256 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1 Probabilistic Foundations -- 2 Random variables and their quantitative characteristics -- 3 Expectations and convergence of sequences of random variables -- 4 Weak convergence of sequences of random variables -- 5 Absolute continuity of probability measures and conditional expectations -- 6 Discrete time stochastic analysis: basic results -- 7 Discrete time stochastic analysis: further results and applications -- 8 Elements of classical theory of stochastic processes -- 9 Stochastic differential equations, diffusion processes and their applications -- 10 General theory of stochastic processes under ”usual conditions" -- 11 General theory of stochastic processes in applications -- 12 Supplementary problems -- References -- Index. |
| Record Nr. | UNINA-9910686792703321 |
Melnikov Alexander
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| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2023] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions / / Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors
| Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions / / Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (XIII, 360 p. 40 illus., 23 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-83266-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation -- D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner–Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier–Legendre Series -- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision -- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations -- M. L. Esqu´ıvel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms -- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables -- B. Yana, Stochastic approach to the vanishing viscosity method -- E. Burnaev, Generalization Bound for Imbalanced Classification -- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems -- A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources -- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data -- S. Bobkov, A. Naumov, V. Ulyanov, Two–sided bounds for PDF’s maximum of a sum of weighted chi-square variables -- Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph -- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions -- G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics -- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions -- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 – 21.11.2020) -- PART - II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling -- A. V. Kryanev, V. V. Ivanov, L. A. Sevastyanov, and D. K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis -- A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input -- V. A. Galkin and A. V. Makarenko, Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations) -- V. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications -- E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading -- E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation -- Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings -- I. L. Lapatin and A. A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition -- K. Samouylov, V. Naumov, Stochastic lists of multiple resources -- Author Index. |
| Record Nr. | UNINA-9910495234203321 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions / / Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors
| Recent developments in stochastic methods and applications : ICSM-5, Moscow, Russia, November 23-27, 2020, selected contributions / / Albert N. Shiryaev, Konstantin E. Samouylov, Dmitry V. Kozyrev, editors |
| Edizione | [1st ed. 2021.] |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (XIII, 360 p. 40 illus., 23 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Springer Proceedings in Mathematics & Statistics |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma |
Congressos
Llibres electrònics |
| ISBN | 3-030-83266-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | PART I: Probability and Statistics, I. Rodionov, On threshold selection problem for extremal index estimation -- D. F. Kuznetsov and M. D. Kuznetsov, Mean-Square Approximation of Iterated Stochastic Integrals from Strong Exponential Milstein and Wagner–Platen Methods for NonCommutative Semilinear SPDEs Based on Multiple Fourier–Legendre Series -- M. Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision -- T. Belkina, Survival Probabilities in Compound Poisson Model with Negative Claims and Investments as Viscosity Solutions of Integro-Differential Equations -- M. L. Esqu´ıvel, N. Machado, N. P. Krasii, P. P. Mota, On the Information Content of some Stochastic Algorithms -- V. Khatskevich, On modification of the law of large numbers and linear regression of fuzzy random variables -- B. Yana, Stochastic approach to the vanishing viscosity method -- E. Burnaev, Generalization Bound for Imbalanced Classification -- A. Lykov, V. Malyshev, M. Melikian, and A. Zamyatin, Resonance in Large Finite Particle Systems -- A. I. Zhdanok, Cycles in Spaces of Finitely Additive Measures of General Markov Chains. E. Yarovaya, D. Balashova, I. KhristolyubovIV, Branching Walks with a Finite Set of Branching Sources and Pseudo-Sources -- E. Pchelintsev, S. Pergamenshchikov, Efficient Improved Estimation Method for non-Gaussian Regression from Discrete Data -- S. Bobkov, A. Naumov, V. Ulyanov, Two–sided bounds for PDF’s maximum of a sum of weighted chi-square variables -- Y. A. Demidovich and D. A. Shabanov, On the chromatic number of a random 3-uniform hypergraph -- V. Melas and D. Salnikov, On asymptotic power of the new test for equality of two distributions -- G. Christoph and V. V. Ulyanov, Random Dimension Low Sample Size Asymptotics -- P. Yaskov, Limit of the smallest eigenvalue of a sample covariance matrix for spherical and related distributions -- A. Veretennikov, On positive recurrence of one-dimensional diffusions with independent switching In memory of Svetlana Anulova (19.10.1952 – 21.11.2020) -- PART - II: Applications of Stochastic Methods, Y. Makarova, V. Kutsenko, E. Yarovaya, On Two-Type Branching Random Walks and Their Applications for Genetic Modelling -- A. V. Kryanev, V. V. Ivanov, L. A. Sevastyanov, and D. K. Udumyan, Reconstruction of multivariable functions under uncertainty by means of the scheme of metric analysis -- A. Nazarov, T. Phung-Duc, S. Paul, and O. Lizyura, Diffusion Approximation for Retrial Queue with Two-Way Communication and Renewal Input -- V. A. Galkin and A. V. Makarenko, Application of deep learning methods for the identification of partially observable subgraphs under the conditions of a priori uncertainty and stochastic disturbances (using the example of the problem of recognizing constellations) -- V. Rusev, A. Skorikov, Residual life time of the Gnedenko extreme - value distributions, asymptotic behavior and applications -- E. Alymova, O. Kudryavtsev, The application of a neural network and elements of regression analysis in the development of a methodology for effective foreign exchange trading -- E. Bashtova and E. Lenena, Statistical analysis of generalized Jackson network with unreliable servers via strong approximation -- Korol E.A., Afanasyev G.A., Applications of vacation queues with close-down time to Maintenance of Residential Buildings -- I. L. Lapatin and A. A. Nazarov, Output Process of Retrial Queue with Two-Way Communication under Low Rate of Retrials Limit Condition -- K. Samouylov, V. Naumov, Stochastic lists of multiple resources -- Author Index. |
| Record Nr. | UNISA-996466387503316 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou
| Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Mathematical optimization Anàlisi estocàstica Optimització matemàtica |
| Soggetto genere / forma |
Homenatges
Llibres electrònics |
| ISBN | 3-030-98519-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996472037703316 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou
| Stochastic analysis, filtering, and stochastic optimization : a commemorative volume to honor Mark H.A. Davis's contributions / / edited by George Yin and Thaleia Zariphopoulou |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (483 pages) |
| Disciplina | 519.22 |
| Soggetto topico |
Stochastic analysis
Mathematical optimization Anàlisi estocàstica Optimització matemàtica |
| Soggetto genere / forma |
Homenatges
Llibres electrònics |
| ISBN | 3-030-98519-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910564690403321 |
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic Approximation
| Stochastic Approximation |
| Autore | Borkar Vivek S |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore : , : Springer, , 2024 |
| Descrizione fisica | 1 online resource (280 pages) |
| Collana | Texts and Readings in Mathematics Series |
| Soggetto topico | Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 981-9982-77-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- (Expanded from the 1st edition) -- Contents -- About the Author -- 1 Introduction -- References -- 2 Convergence Analysis -- 2.1 The o.d.e. Limit -- 2.2 Extensions and Variations -- References -- 3 Finite Time Bounds and Traps -- 3.1 Estimating the Lock-in Probability -- 3.2 Sample Complexity -- 3.3 Extensions -- 3.4 Avoidance of Traps -- References -- 4 Stability Criteria -- 4.1 Introduction -- 4.2 Stability Through a Scaling Limit -- 4.3 Stability by Comparison -- 4.4 Stabilizability by Stepsize Selection -- 4.5 Stabilizability by Resetting -- 4.6 Convergence for Tight Iterates -- References -- 5 Stochastic Recursive Inclusions -- 5.1 Introduction -- 5.2 The Differential Inclusion Limit -- 5.3 An Alternative Representation -- 5.4 Applications -- 5.5 Projected Stochastic Approximation -- 5.6 Extensions -- References -- 6 Asynchronous Schemes -- 6.1 Introduction -- 6.2 Asymptotic Behaviour -- 6.3 Effect of Delays -- 6.4 Convergence -- References -- 7 A Limit Theorem for Fluctuations -- 7.1 Introduction -- 7.2 A Tightness Result -- 7.3 The Functional Central Limit Theorem -- 7.4 The Convergent Case -- References -- 8 Multiple Timescales -- 8.1 Two Timescales -- 8.2 Controlled Markov Noise -- 8.3 Averaging the Natural Timescale -- 8.4 Other Multiscale Algorithms -- References -- 9 Constant Stepsize Algorithms -- 9.1 Introduction -- 9.2 Asymptotic Behaviour -- 9.3 Tracking -- 9.4 Refinements -- References -- 10 General Noise Models -- 10.1 The Problem -- 10.2 Preliminaries -- 10.3 Moment Estimates -- 10.4 Main Results -- 10.5 Extensions and Variations -- References -- 11 Stochastic Gradient Schemes -- 11.1 Introduction -- 11.2 The Basic Stochastic Gradient Descent -- 11.3 Approximate Gradient Schemes -- 11.4 Some Important Variants -- 11.5 Langevin Algorithm and Simulated Annealing -- 11.6 Simulation-Based Optimization.
11.7 SGD for Machine Learning -- 11.7.1 Empirical Risk Minimiziation -- 11.7.2 Variance Reduction Techniques -- 11.7.3 Error Bounds -- References -- 12 Liapunov and Related Systems -- 12.1 Introduction -- 12.2 Primal-Dual Algorithms -- 12.3 Stochastic Fixed Point Iterations -- 12.4 Collective Phenomena -- 12.5 Miscellaneous Applications -- References -- Appendix A Topics in Analysis -- A.1 Continuous Functions -- A.2 Square-Integrable Functions -- A.3 Lebesgue's Theorem -- A.4 Set-Valued Maps -- Appendix B Ordinary Differential Equations -- B.1 Basic Theory -- B.2 Linear Systems -- B.3 Asymptotic Behaviour -- Appendix C Topics in Probability -- C.1 Martingales -- C.2 Spaces of Probability Measures -- C.3 Fernique's Inequality -- C.4 Stochastic Differential Equations -- References -- Index. |
| Record Nr. | UNINA-9910831015103321 |
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Borkar Vivek S
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| Singapore : , : Springer, , 2024 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois
| Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois |
| Autore | Russo Francesco |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (656 pages) |
| Disciplina | 519.2 |
| Collana | Bocconi & Springer series |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-09446-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996499870003316 |
|
Russo Francesco
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois
| Stochastic calculus via regularizations / / Francesco Russo, Pierre Vallois |
| Autore | Russo Francesco |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (656 pages) |
| Disciplina | 519.2 |
| Collana | Bocconi & Springer series |
| Soggetto topico |
Stochastic analysis
Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-031-09446-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910631080203321 |
|
Russo Francesco
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||
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic comparisons with applications : in order statistics and spacings / / Subhash C. Kochar
| Stochastic comparisons with applications : in order statistics and spacings / / Subhash C. Kochar |
| Autore | Kochar Subhash C. |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (280 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic analysis
Stochastic orders Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031121043
9783031121036 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- References -- Acknowledgements -- Contents -- 1 Introduction and Preliminaries -- 1.1 Introduction -- 1.2 Notations and Definitions -- 1.3 Order Statistics, Record Values, and Generalized Order Statistics -- 1.3.1 Record Values -- 1.3.2 Generalized Order Statistics -- 1.4 Multivariate Distributions and Copulas -- 1.5 Majorization and Related Orderings -- References -- 2 Magnitude Orders -- 2.1 Introduction -- 2.2 (Usual) Stochastic Order -- 2.3 Hazard Rate and Reverse Hazard Rate Orders -- 2.4 Likelihood Ratio Order -- 2.5 Mean Residual Life and Some Other Stochastic Orders -- 2.6 Relations Between Magnitude Stochastic Orders -- 2.7 Multivariate Orders -- 2.8 Stochastic Comparisons Within a Random Vector -- 2.9 P-P Plots -- 2.10 Closure and Preservation Properties -- 2.11 P-P Order -- 2.12 Inference for the (Usual) Stochastic Ordering -- 2.13 Inference for the Hazard Rate Ordering -- 2.14 Inference for the Crossing Point of Two SurvivalFunctions -- 2.15 Testing for the Joint Stochastic and the Joint Likelihood Ratio Orders -- References -- 3 Variability Orders -- 3.1 Introduction -- 3.2 The Dispersive Order -- 3.3 The Right Spread Function -- 3.4 The Right Spread Order (Excess Wealth Order) -- 3.5 Peakedness Order -- 3.6 Connections with Other Variability Orders -- 3.7 Nonparametric Inference for Variability (Spread) -- References -- 4 Skewness and Relative Aging Orders -- 4.1 Introduction -- 4.2 Skewness Orders -- 4.3 Connections Between Skewness Orders and Variability Orders -- 4.4 Statistical Inference for Skewness and Relative Aging -- References -- 5 Dependence Orders -- 5.1 Introduction -- 5.2 Notions of Monotone Dependence -- 5.3 Monotone Dependence Orders -- 5.4 Measures of Dependence -- 5.5 Dependence Between N and SN and a Positive Dependence Paradox -- 5.6 Nonparametric Tests for Independence -- References.
6 Stochastic Comparisons of Order Statistics -- 6.1 Introduction -- 6.2 Stochastic Comparisons of Order Statistics in the One-Sample Problem -- 6.2.1 Likelihood Ratio Ordering Among OrderStatistics -- 6.2.2 Hazard Rate Ordering Among Order Statistics -- 6.2.3 Variability Orders Among Order Statistics -- 6.2.4 Skewness Comparisons of Order Statistics -- 6.3 Stochastic Comparisons of Order Statistics in the Two-Sample Problem -- 6.4 Stochastic Comparisons of Order Statistics in the Proportional Hazard Rate Model -- 6.5 Comparing the Order Statistics of Heterogeneous Samples with Those of Comparable HomogeneousSamples -- 6.6 Stochastic Comparisons of Order Statistics in the Two-Sample Scale Problem -- References -- 7 Stochastic Comparisons of Sample Spacings -- 7.1 Introduction -- 7.2 Stochastic Orders Between Spacings from Restricted Families of Distributions -- 7.3 Distributions of Normalized Spacings in the Case of Heterogeneous Exponential Random Variables -- 7.4 Stochastic Comparisons of Sample Spacings of Two Distributions -- 7.5 Comparing Spacings of Two Heterogeneous Exponential Samples -- 7.6 Stochastic Comparisons of Sample Ranges of Heterogeneous and Homogeneous Exponential Samples -- 7.7 Stochastic Comparisons of Relative Spacings -- References -- 8 Dependence Among Order Statistics and Spacings -- 8.1 Introduction -- 8.2 Dependence Between Two Order Statistics -- 8.3 Dependence Orders Between Two Pairs of Order Statistics Based on Random Samples -- 8.4 Dependence of the ith Order Statistic on the First Order Statistic in the PHR Model -- 8.5 Order Statistics from Exchangeable BivariateDistributions -- 8.6 Dependence Among Spacings -- References -- 9 Stochastic Comparisons of Weighted Sums of RandomVariables -- 9.1 Introduction -- 9.2 Peakedness Ordering of Linear Functions of Symmetric Random Variables. 9.3 Stochastic Comparisons of Weighted Sums of Non-negative Random Variables -- 9.3.1 Comparing Weighted Sums of Non-negative Random Variables According to Magnitude and Dispersive Orders -- 9.3.2 Magnitude and Variability Comparisons for Weighted Sums of Gamma Random Variables -- 9.3.3 Skewness Orders Between Weighted Sums of Gamma Random Variables -- 9.3.4 Right Spread Order Between Weighted Sums of Gamma Random Variables -- 9.4 Stochastic Comparisons of Linear Combinations of Uniform Random Variables -- 9.5 Stochastic Comparisons of Convolutions of Discrete Distributions -- 9.5.1 Comparing Binomial and Poisson-Binomial Distributions -- 9.5.2 Comparing Two Poisson-Binomial Distributions -- 9.5.3 Comparing Two Geometric Distributions -- 9.6 Weighted Sums of Dependent Random Variables -- References -- 10 Stochastic Comparisons of Mixtures of Distributions -- 10.1 Introduction -- 10.2 Aging Properties of Mixture Distributions -- 10.3 Stochastic Comparisons of Mixtures -- References -- Index. |
| Record Nr. | UNISA-996495168303316 |
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Kochar Subhash C.
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Stochastic comparisons with applications : in order statistics and spacings / / Subhash C. Kochar
| Stochastic comparisons with applications : in order statistics and spacings / / Subhash C. Kochar |
| Autore | Kochar Subhash C. |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (280 pages) |
| Disciplina | 519.2 |
| Soggetto topico |
Stochastic analysis
Stochastic orders Anàlisi estocàstica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031121043
9783031121036 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- References -- Acknowledgements -- Contents -- 1 Introduction and Preliminaries -- 1.1 Introduction -- 1.2 Notations and Definitions -- 1.3 Order Statistics, Record Values, and Generalized Order Statistics -- 1.3.1 Record Values -- 1.3.2 Generalized Order Statistics -- 1.4 Multivariate Distributions and Copulas -- 1.5 Majorization and Related Orderings -- References -- 2 Magnitude Orders -- 2.1 Introduction -- 2.2 (Usual) Stochastic Order -- 2.3 Hazard Rate and Reverse Hazard Rate Orders -- 2.4 Likelihood Ratio Order -- 2.5 Mean Residual Life and Some Other Stochastic Orders -- 2.6 Relations Between Magnitude Stochastic Orders -- 2.7 Multivariate Orders -- 2.8 Stochastic Comparisons Within a Random Vector -- 2.9 P-P Plots -- 2.10 Closure and Preservation Properties -- 2.11 P-P Order -- 2.12 Inference for the (Usual) Stochastic Ordering -- 2.13 Inference for the Hazard Rate Ordering -- 2.14 Inference for the Crossing Point of Two SurvivalFunctions -- 2.15 Testing for the Joint Stochastic and the Joint Likelihood Ratio Orders -- References -- 3 Variability Orders -- 3.1 Introduction -- 3.2 The Dispersive Order -- 3.3 The Right Spread Function -- 3.4 The Right Spread Order (Excess Wealth Order) -- 3.5 Peakedness Order -- 3.6 Connections with Other Variability Orders -- 3.7 Nonparametric Inference for Variability (Spread) -- References -- 4 Skewness and Relative Aging Orders -- 4.1 Introduction -- 4.2 Skewness Orders -- 4.3 Connections Between Skewness Orders and Variability Orders -- 4.4 Statistical Inference for Skewness and Relative Aging -- References -- 5 Dependence Orders -- 5.1 Introduction -- 5.2 Notions of Monotone Dependence -- 5.3 Monotone Dependence Orders -- 5.4 Measures of Dependence -- 5.5 Dependence Between N and SN and a Positive Dependence Paradox -- 5.6 Nonparametric Tests for Independence -- References.
6 Stochastic Comparisons of Order Statistics -- 6.1 Introduction -- 6.2 Stochastic Comparisons of Order Statistics in the One-Sample Problem -- 6.2.1 Likelihood Ratio Ordering Among OrderStatistics -- 6.2.2 Hazard Rate Ordering Among Order Statistics -- 6.2.3 Variability Orders Among Order Statistics -- 6.2.4 Skewness Comparisons of Order Statistics -- 6.3 Stochastic Comparisons of Order Statistics in the Two-Sample Problem -- 6.4 Stochastic Comparisons of Order Statistics in the Proportional Hazard Rate Model -- 6.5 Comparing the Order Statistics of Heterogeneous Samples with Those of Comparable HomogeneousSamples -- 6.6 Stochastic Comparisons of Order Statistics in the Two-Sample Scale Problem -- References -- 7 Stochastic Comparisons of Sample Spacings -- 7.1 Introduction -- 7.2 Stochastic Orders Between Spacings from Restricted Families of Distributions -- 7.3 Distributions of Normalized Spacings in the Case of Heterogeneous Exponential Random Variables -- 7.4 Stochastic Comparisons of Sample Spacings of Two Distributions -- 7.5 Comparing Spacings of Two Heterogeneous Exponential Samples -- 7.6 Stochastic Comparisons of Sample Ranges of Heterogeneous and Homogeneous Exponential Samples -- 7.7 Stochastic Comparisons of Relative Spacings -- References -- 8 Dependence Among Order Statistics and Spacings -- 8.1 Introduction -- 8.2 Dependence Between Two Order Statistics -- 8.3 Dependence Orders Between Two Pairs of Order Statistics Based on Random Samples -- 8.4 Dependence of the ith Order Statistic on the First Order Statistic in the PHR Model -- 8.5 Order Statistics from Exchangeable BivariateDistributions -- 8.6 Dependence Among Spacings -- References -- 9 Stochastic Comparisons of Weighted Sums of RandomVariables -- 9.1 Introduction -- 9.2 Peakedness Ordering of Linear Functions of Symmetric Random Variables. 9.3 Stochastic Comparisons of Weighted Sums of Non-negative Random Variables -- 9.3.1 Comparing Weighted Sums of Non-negative Random Variables According to Magnitude and Dispersive Orders -- 9.3.2 Magnitude and Variability Comparisons for Weighted Sums of Gamma Random Variables -- 9.3.3 Skewness Orders Between Weighted Sums of Gamma Random Variables -- 9.3.4 Right Spread Order Between Weighted Sums of Gamma Random Variables -- 9.4 Stochastic Comparisons of Linear Combinations of Uniform Random Variables -- 9.5 Stochastic Comparisons of Convolutions of Discrete Distributions -- 9.5.1 Comparing Binomial and Poisson-Binomial Distributions -- 9.5.2 Comparing Two Poisson-Binomial Distributions -- 9.5.3 Comparing Two Geometric Distributions -- 9.6 Weighted Sums of Dependent Random Variables -- References -- 10 Stochastic Comparisons of Mixtures of Distributions -- 10.1 Introduction -- 10.2 Aging Properties of Mixture Distributions -- 10.3 Stochastic Comparisons of Mixtures -- References -- Index. |
| Record Nr. | UNINA-9910620196303321 |
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Kochar Subhash C.
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| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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