Theory of Random Sets (Probability Theory and Stochastic Modelling, 87, Band 87) - Hardcover

Molchanov, Ilya

Hardcover

ISBN 10: 1447173473 ISBN 13: 9781447173472

Verlag: Springer, 2017

Inhaltsangabe

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance.

The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight.

Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis.

Über diesen Titel

Über die Autorin bzw. den Autor

Ilya Molchanov is Professor of Probability Theory at the Department of Mathematical Statistics and Actuarial Science at the University of Bern, Switzerland.

Von der hinteren Coverseite

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance.

The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight.

Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2017
• Sprache: Englisch
• ISBN 10: 1447173473
• ISBN 13: 9781447173472
• Einband: Gebundene Ausgabe
• Auflage: 2
• Anzahl der Seiten: 694
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland