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Author: Meitner Cadena Publisher: ISBN: Category : Languages : en Pages : 37
Book Description
We define a new class of positive and Lebesgue measurable functions in terms of their asymptotic behavior, which includes the class of regularly varying functions. We also characterize it by transformations, corresponding to generalized moments when these functions are random variables. We study the properties of this new class and discuss their applications to Extreme Value Theory.
Author: Meitner Cadena Publisher: ISBN: Category : Languages : en Pages : 37
Book Description
We define a new class of positive and Lebesgue measurable functions in terms of their asymptotic behavior, which includes the class of regularly varying functions. We also characterize it by transformations, corresponding to generalized moments when these functions are random variables. We study the properties of this new class and discuss their applications to Extreme Value Theory.
Author: Valeriĭ V. Buldygin Publisher: Springer ISBN: 3319995375 Category : Mathematics Languages : en Pages : 496
Book Description
One of the main aims of this book is to exhibit some fruitful links between renewal theory and regular variation of functions. Applications of renewal processes play a key role in actuarial and financial mathematics as well as in engineering, operations research and other fields of applied mathematics. On the other hand, regular variation of functions is a property that features prominently in many fields of mathematics. The structure of the book reflects the historical development of the authors’ research work and approach – first some applications are discussed, after which a basic theory is created, and finally further applications are provided. The authors present a generalized and unified approach to the asymptotic behavior of renewal processes, involving cases of dependent inter-arrival times. This method works for other important functionals as well, such as first and last exit times or sojourn times (also under dependencies), and it can be used to solve several other problems. For example, various applications in function analysis concerning Abelian and Tauberian theorems can be studied as well as those in studies of the asymptotic behavior of solutions of stochastic differential equations. The classes of functions that are investigated and used in a probabilistic context extend the well-known Karamata theory of regularly varying functions and thus are also of interest in the theory of functions. The book provides a rigorous treatment of the subject and may serve as an introduction to the field. It is aimed at researchers and students working in probability, the theory of stochastic processes, operations research, mathematical statistics, the theory of functions, analytic number theory and complex analysis, as well as economists with a mathematical background. Readers should have completed introductory courses in analysis and probability theory.
Author: Jürg Hüsler Publisher: Springer Science & Business Media ISBN: 1461236347 Category : Mathematics Languages : en Pages : 290
Book Description
The urgent need to describe and to solve certain problems connected to extreme phenomena in various areas of applications has been of decisive influence on the vital development of extreme value theory. After the pioneering work of M. Frechet (1927) and of R.A. Fisher and L.R.C. Tippett (1928), who discovered the limiting distributions of extremes, the importance of mathematical concepts of extreme behavior in applications was impressively demonstrated by statisticians like E.J. Gumbel and W. Weibull. The predominant role of applied aspects in that early period may be highlighted by the fact that two of the "Fisher-Tippett asymptotes" also carry the names of Gumbel and Weibull. In the last years, the complexity of problems and their tractability by mathematical methods stimulated a rapid development of mathematical theory that substantially helped to improve our understanding of extreme behavior. Due to the depth and richness of mathematical ideas, extreme value theory has become more and more of interest for mathematically oriented research workers. This was one of the reasons to organize a conference on extreme value theory which was held at the Mathematische Forschungsinstitut at Oberwolfach (FRG) in December 1987.
Author: Vojislav Maric Publisher: Springer ISBN: 3540465200 Category : Mathematics Languages : en Pages : 141
Book Description
This is the first book offering an application of regular variation to the qualitative theory of differential equations. The notion of regular variation, introduced by Karamata (1930), extended by several scientists, most significantly de Haan (1970), is a powerful tool in studying asymptotics in various branches of analysis and in probability theory. Here, some asymptotic properties (including non-oscillation) of solutions of second order linear and of some non-linear equations are proved by means of a new method that the well-developed theory of regular variation has yielded. A good graduate course both in real analysis and in differential equations suffices for understanding the book.
Author: Robert G. Niemeyer Publisher: American Mathematical Soc. ISBN: 1470435810 Category : Fractals Languages : en Pages : 302
Book Description
This volume contains the proceedings of the 2016 Summer School on Fractal Geometry and Complex Dimensions, in celebration of Michel L. Lapidus's 60th birthday, held from June 21–29, 2016, at California Polytechnic State University, San Luis Obispo, California. The theme of the contributions is fractals and dynamics and content is split into four parts, centered around the following themes: Dimension gaps and the mass transfer principle, fractal strings and complex dimensions, Laplacians on fractal domains and SDEs with fractal noise, and aperiodic order (Delone sets and tilings).
Author: Meitner Cadena
Author: Meitner Cadena
Author: Meitner Cadena
Author: Eugene Seneta
Author: Valeriĭ V. Buldygin
Author: N. H. Bingham
Author: Jürg Hüsler
Author: E. Seneta
Author: Vojislav Maric
Author: Stanford University. Department of Statistics
Author: Robert G. Niemeyer