Extreme Values In Random Sequences (Springer Series in Operations Research and Financial Engineering) - Hardcover

Mladenović, Pavle

Hardcover

ISBN 10: 3031574117 ISBN 13: 9783031574115

Verlag: Springer, 2024

Inhaltsangabe

The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of different combinatorial configurations. The necessary contents related to regularly varying functions and basic results of extreme value theory are included in the first two chapters with examples, exercises and supplements. The motivation for consideration maxima in incomplete samples arises from the fact that real data are often incomplete. A sequence of observed random variables from a stationary sequence is also stationary only in very special cases. Hence, the results provided in the third chapter are also related to non-stationary sequences. The proof of theorems related to joint limiting distribution of maxima in complete and incomplete samples requires a non-trivial combination of combinatorics and point process theory. Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors. The topics presented here provide insight into the natural connections between probability theory and algebra, combinatorics, graph theory and combinatorial geometry.

 

The contents of the book may be useful for graduate students and researchers who are interested in probabilistic extreme value theory and its applications.

Über diesen Titel

Über die Autorin bzw. den Autor

Pavle Mladenovi¿ is a professor at the Faculty of Mathematics of the University of Belgrade, Serbia, with research interests in probability theory and stochastic processes. He was involved in organizing national mathematical competitions and was leader of the team of FR Yugoslavia first at the Balkan Mathematical Olympiad (1992-1996) and then at the International Mathematical Olympiad (1997-2001).

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The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of different combinatorial configurations. The necessary contents related to regularly varying functions and basic results of extreme value theory are included in the first two chapters with examples, exercises and supplements. The motivation for consideration maxima in incomplete samples arises from the fact that real data are often incomplete. A sequence of observed random variables from a stationary sequence is also stationary only in very special cases. Hence, the results provided in the third chapter are also related to non-stationary sequences. The proof of theorems related to joint limiting distribution of maxima in complete and incomplete samples requires a non-trivial combination of combinatorics and point process theory. Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors. The topics presented here provide insight into the natural connections between probability theory and algebra, combinatorics, graph theory and combinatorial geometry.

 

The contents of the book may be useful for graduate students and researchers who are interested in probabilistic extreme value theory and its applications.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2024
• Sprache: Englisch
• ISBN 10: 3031574117
• ISBN 13: 9783031574115
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 290
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland