Extreme value theory with applications to natural hazards : from statistical theory to industrial practice / / Nicolas Bousquet, Pietro Bernardara, editors |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (491 pages) |
Disciplina | 519.24 |
Soggetto topico |
Valors extrems, Teoria de
Extreme value theory Estadística Matemàtica Previsió del temps |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-74942-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | den |
Record Nr. | UNISA-996466395203316 |
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
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Extreme values, regular variation, and point processes / Sidney I. Resnick |
Autore | Resnick, Sidney I. |
Pubbl/distr/stampa | New York : Springer-Verlag, c1987 |
Descrizione fisica | xii, 320 p. : ill. ; 25 cm |
Disciplina | 519.232 |
Collana | Applied probability ; 4 |
Soggetto topico |
Point processes
Extreme value theory Distribution (Probability theory) |
ISBN | 0387964819 |
Classificazione |
AMS 60K99
AMS 60G55 LC QA274.42.R47 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000515179707536 |
Resnick, Sidney I. | ||
New York : Springer-Verlag, c1987 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
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Extremes |
Pubbl/distr/stampa | [Dordrecht], : Kluwer Academic Publishers, 1998- |
Disciplina | 519.5 |
Soggetto topico |
Extreme value theory
Mathematical statistics Valeurs extrêmes, Théorie des Statistique mathématique |
Soggetto genere / forma | Periodicals. |
ISSN | 1572-915X |
Formato | Materiale a stampa |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910142803103321 |
[Dordrecht], : Kluwer Academic Publishers, 1998- | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Extremes |
Pubbl/distr/stampa | [Dordrecht], : Kluwer Academic Publishers, 1998- |
Disciplina | 519.5 |
Soggetto topico |
Extreme value theory
Mathematical statistics Valeurs extrêmes, Théorie des Statistique mathématique |
Soggetto genere / forma | Periodicals. |
ISSN | 1572-915X |
Formato | Materiale a stampa |
Livello bibliografico | Periodico |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996208339003316 |
[Dordrecht], : Kluwer Academic Publishers, 1998- | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Extremes and recurrence in dynamical systems / / Valerio Lucarini [and eight others] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2016] |
Descrizione fisica | 1 online resource (356 p.) |
Disciplina | 515/.39 |
Collana | Pure and applied mathematics : a Wiley series of texts, monographs, and tracts |
Soggetto topico |
Chaotic behavior in systems
Stochastic processes Probabilities Extreme value theory Dynamics |
ISBN |
1-118-63235-4
1-118-63229-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Title Page; COPYRIGHT; Table of Contents; DEDICATION; CHAPTER 1: INTRODUCTION; 1.1 A TRANSDISCIPLINARY RESEARCH AREA; 1.2 SOME MATHEMATICAL IDEAS; 1.3 SOME DIFFICULTIES AND CHALLENGES IN STUDYING EXTREMES; 1.4 EXTREMES, OBSERVABLES, AND DYNAMICS; 1.5 THIS BOOK; ACKNOWLEDGMENTS; CHAPTER 2: A FRAMEWORK FOR RARE EVENTS IN STOCHASTIC PROCESSES AND DYNAMICAL SYSTEMS; 2.1 Introducing Rare Events; 2.2 Extremal Order Statistics; 2.3 Extremes and Dynamics; CHAPTER 3: CLASSICAL EXTREME VALUE THEORY; 3.1 THE i.i.d. SETTING AND THE CLASSICAL RESULTS; 3.2 STATIONARY SEQUENCES AND DEPENDENCE CONDITIONS
3.3 CONVERGENCE OF POINT PROCESSES OF RARE EVENTS3.4 ELEMENTS OF DECLUSTERING; CHAPTER 4: EMERGENCE OF EXTREME VALUE LAWS FOR DYNAMICAL SYSTEMS; 4.1 EXTREMES FOR GENERAL STATIONARY PROCESSES-AN UPGRADE MOTIVATED BY DYNAMICS; 4.2 EXTREME VALUES FOR DYNAMICALLY DEFINED STOCHASTIC PROCESSES; 4.3 POINT PROCESSES OF RARE EVENTS; 4.4 CONDITIONS Дq(un), D3(un), Dp(un)* AND DECAY OF CORRELATIONS; 4.5 SPECIFIC DYNAMICAL SYSTEMS WHERE THE DICHOTOMY APPLIES; 4.6 EXTREME VALUE LAWS FOR PHYSICAL OBSERVABLES; CHAPTER 5: HITTING AND RETURN TIME STATISTICS 5.1 INTRODUCTION TO HITTING AND RETURN TIME STATISTICS5.2 HTS VERSUS RTS AND POSSIBLE LIMIT LAWS; 5.3 THE LINK BETWEEN HITTING TIMES AND EXTREME VALUES; 5.4 UNIFORMLY HYPERBOLIC SYSTEMS; 5.5 NONUNIFORMLY HYPERBOLIC SYSTEMS; 5.6 NONEXPONENTIAL LAWS; CHAPTER 6: EXTREME VALUE THEORY FOR SELECTED DYNAMICAL SYSTEMS; 6.1 RARE EVENTS AND DYNAMICAL SYSTEMS; 6.2 INTRODUCTION AND BACKGROUND ON EXTREMES IN DYNAMICAL SYSTEMS; 6.3 THE BLOCKING ARGUMENT FOR NONUNIFORMLY EXPANDING SYSTEMS; 6.4 NONUNIFORMLY EXPANDING DYNAMICAL SYSTEMS; 6.5 NONUNIFORMLY HYPERBOLIC SYSTEMS; 6.6 HYPERBOLIC DYNAMICAL SYSTEMS 6.7 SKEW-PRODUCT EXTENSIONS OF DYNAMICAL SYSTEMS6.8 ON THE RATE OF CONVERGENCE TO AN EXTREME VALUE DISTRIBUTION; 6.9 EXTREME VALUE THEORY FOR DETERMINISTIC FLOWS; 6.10 PHYSICAL OBSERVABLES AND EXTREME VALUE THEORY; 6.11 NONUNIFORMLY HYPERBOLIC EXAMPLES: THE HÉNON AND LOZI MAPS; 6.12 Extreme Value Statistics for the Lorenz '63 Model; CHAPTER 7: EXTREME VALUE THEORY FOR RANDOMLY PERTURBED DYNAMICAL SYSTEMS; 7.1 INTRODUCTION; 7.2 Random Transformations via the Probabilistic Approach: Additive Noise; 7.3 Random Transformations via the Spectral Approach 7.4 RANDOM TRANSFORMATIONS VIA THE PROBABILISTIC APPROACH: RANDOMLY APPLIED STOCHASTIC PERTURBATIONS7.5 OBSERVATIONAL NOISE; 7.6 NONSTATIONARITY-THE SEQUENTIAL CASE; CHAPTER 8: A STATISTICAL MECHANICAL POINT OF VIEW; 8.1 CHOOSING A MATHEMATICAL FRAMEWORK; 8.2 GENERALIZED PARETO DISTRIBUTIONS FOR OBSERVABLES OF DYNAMICAL SYSTEMS; 8.3 IMPACTS OF PERTURBATIONS: RESPONSE THEORY FOR EXTREMES; 8.4 REMARKS ON THE GEOMETRY AND THE SYMMETRIES OF THE PROBLEM; CHAPTER 9: Extremes as Dynamical and Geometrical Indicators; 9.1 The Block Maxima Approach; 9.2 The Peaks Over Threshold Approach 9.3 Numerical Experiments: Maps Having Lebesgue Invariant Measure |
Record Nr. | UNINA-9910136776703321 |
Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2016] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Extremes and recurrence in dynamical systems / / Valerio Lucarini [and eight others] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2016] |
Descrizione fisica | 1 online resource (356 p.) |
Disciplina | 515/.39 |
Collana | Pure and applied mathematics : a Wiley series of texts, monographs, and tracts |
Soggetto topico |
Chaotic behavior in systems
Stochastic processes Probabilities Extreme value theory Dynamics |
ISBN |
1-118-63235-4
1-118-63229-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Title Page; COPYRIGHT; Table of Contents; DEDICATION; CHAPTER 1: INTRODUCTION; 1.1 A TRANSDISCIPLINARY RESEARCH AREA; 1.2 SOME MATHEMATICAL IDEAS; 1.3 SOME DIFFICULTIES AND CHALLENGES IN STUDYING EXTREMES; 1.4 EXTREMES, OBSERVABLES, AND DYNAMICS; 1.5 THIS BOOK; ACKNOWLEDGMENTS; CHAPTER 2: A FRAMEWORK FOR RARE EVENTS IN STOCHASTIC PROCESSES AND DYNAMICAL SYSTEMS; 2.1 Introducing Rare Events; 2.2 Extremal Order Statistics; 2.3 Extremes and Dynamics; CHAPTER 3: CLASSICAL EXTREME VALUE THEORY; 3.1 THE i.i.d. SETTING AND THE CLASSICAL RESULTS; 3.2 STATIONARY SEQUENCES AND DEPENDENCE CONDITIONS
3.3 CONVERGENCE OF POINT PROCESSES OF RARE EVENTS3.4 ELEMENTS OF DECLUSTERING; CHAPTER 4: EMERGENCE OF EXTREME VALUE LAWS FOR DYNAMICAL SYSTEMS; 4.1 EXTREMES FOR GENERAL STATIONARY PROCESSES-AN UPGRADE MOTIVATED BY DYNAMICS; 4.2 EXTREME VALUES FOR DYNAMICALLY DEFINED STOCHASTIC PROCESSES; 4.3 POINT PROCESSES OF RARE EVENTS; 4.4 CONDITIONS Дq(un), D3(un), Dp(un)* AND DECAY OF CORRELATIONS; 4.5 SPECIFIC DYNAMICAL SYSTEMS WHERE THE DICHOTOMY APPLIES; 4.6 EXTREME VALUE LAWS FOR PHYSICAL OBSERVABLES; CHAPTER 5: HITTING AND RETURN TIME STATISTICS 5.1 INTRODUCTION TO HITTING AND RETURN TIME STATISTICS5.2 HTS VERSUS RTS AND POSSIBLE LIMIT LAWS; 5.3 THE LINK BETWEEN HITTING TIMES AND EXTREME VALUES; 5.4 UNIFORMLY HYPERBOLIC SYSTEMS; 5.5 NONUNIFORMLY HYPERBOLIC SYSTEMS; 5.6 NONEXPONENTIAL LAWS; CHAPTER 6: EXTREME VALUE THEORY FOR SELECTED DYNAMICAL SYSTEMS; 6.1 RARE EVENTS AND DYNAMICAL SYSTEMS; 6.2 INTRODUCTION AND BACKGROUND ON EXTREMES IN DYNAMICAL SYSTEMS; 6.3 THE BLOCKING ARGUMENT FOR NONUNIFORMLY EXPANDING SYSTEMS; 6.4 NONUNIFORMLY EXPANDING DYNAMICAL SYSTEMS; 6.5 NONUNIFORMLY HYPERBOLIC SYSTEMS; 6.6 HYPERBOLIC DYNAMICAL SYSTEMS 6.7 SKEW-PRODUCT EXTENSIONS OF DYNAMICAL SYSTEMS6.8 ON THE RATE OF CONVERGENCE TO AN EXTREME VALUE DISTRIBUTION; 6.9 EXTREME VALUE THEORY FOR DETERMINISTIC FLOWS; 6.10 PHYSICAL OBSERVABLES AND EXTREME VALUE THEORY; 6.11 NONUNIFORMLY HYPERBOLIC EXAMPLES: THE HÉNON AND LOZI MAPS; 6.12 Extreme Value Statistics for the Lorenz '63 Model; CHAPTER 7: EXTREME VALUE THEORY FOR RANDOMLY PERTURBED DYNAMICAL SYSTEMS; 7.1 INTRODUCTION; 7.2 Random Transformations via the Probabilistic Approach: Additive Noise; 7.3 Random Transformations via the Spectral Approach 7.4 RANDOM TRANSFORMATIONS VIA THE PROBABILISTIC APPROACH: RANDOMLY APPLIED STOCHASTIC PERTURBATIONS7.5 OBSERVATIONAL NOISE; 7.6 NONSTATIONARITY-THE SEQUENTIAL CASE; CHAPTER 8: A STATISTICAL MECHANICAL POINT OF VIEW; 8.1 CHOOSING A MATHEMATICAL FRAMEWORK; 8.2 GENERALIZED PARETO DISTRIBUTIONS FOR OBSERVABLES OF DYNAMICAL SYSTEMS; 8.3 IMPACTS OF PERTURBATIONS: RESPONSE THEORY FOR EXTREMES; 8.4 REMARKS ON THE GEOMETRY AND THE SYMMETRIES OF THE PROBLEM; CHAPTER 9: Extremes as Dynamical and Geometrical Indicators; 9.1 The Block Maxima Approach; 9.2 The Peaks Over Threshold Approach 9.3 Numerical Experiments: Maps Having Lebesgue Invariant Measure |
Record Nr. | UNINA-9910819861703321 |
Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2016] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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High risk scenarios and extremes : a geometric approach / Guus Balkema, Paul Embrechts |
Autore | Balkema, A. A. |
Pubbl/distr/stampa | Zürich : European Mathematical Society, c2007 |
Descrizione fisica | xiii, 375 p. ; 24 cm |
Disciplina | 519.535 |
Altri autori (Persone) | Embrechts, Paulauthor |
Collana | Zürich lectures in advanced mathematics |
Soggetto topico |
Multivariate analysis
Extreme value theory Point processes Risk assessment - Mathematical models |
ISBN |
9783037190357
3037190353 |
Classificazione |
AMS 60G70
AMS 60P99 AMS 91B30 AMS 91B70 AMS 62G32 AMS 60G55 LC QA278.B345 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000331049707536 |
Balkema, A. A. | ||
Zürich : European Mathematical Society, c2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
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An introduction to statistical modeling of extreme values / Stuart Coles |
Autore | Coles, Stuart |
Pubbl/distr/stampa | London : Springer, c2001 |
Descrizione fisica | xiv, 208 p. : ill. ; 24 cm |
Disciplina | 519.24 |
Collana | Springer series in statistics |
Soggetto topico | Extreme value theory |
ISBN | 1852334592 |
Classificazione |
AMS 62-01
LC QA273.6.C63 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000228829707536 |
Coles, Stuart | ||
London : Springer, c2001 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Laws of small numbers : extremes and rare events / Michael Falk, Jurg Husler, Rolf-Dieter Reiss |
Autore | Falk, Michael |
Pubbl/distr/stampa | Basel ; Boston : Birkhauser, c1994 |
Descrizione fisica | xi, 282 p. ; 24 cm + 1 floppy disk MS-DOS |
Disciplina | 519.23 |
Altri autori (Persone) |
Husler, Jurgauthor
Reiss, Rolf-Dieterauthor |
Collana | DMV Seminar ; 23 |
Soggetto topico |
Extreme value theory
Poisson processes |
ISBN | 3764350717 |
Classificazione |
AMS 60F17
QA273.6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991001059519707536 |
Falk, Michael | ||
Basel ; Boston : Birkhauser, c1994 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
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A new method of analyzing extreme-value data / / Julius Lieblein |
Autore | Lieblein Julius |
Pubbl/distr/stampa | Gaithersburg, MD : , : U.S. Dept. of Commerce, National Institute of Standards and Technology, , 1952 |
Descrizione fisica | 1 online resource |
Altri autori (Persone) | LiebleinJulius |
Collana | NBS report |
Soggetto topico | Extreme value theory |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910711109003321 |
Lieblein Julius | ||
Gaithersburg, MD : , : U.S. Dept. of Commerce, National Institute of Standards and Technology, , 1952 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|