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Stochastic Models with Power-Law Tails The Equation X = AX + B
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Bester Preis: € 96,29 (vom 20.12.2021)Stochastic Models with Power-Law Tails - The Equation X = AX + B
ISBN: 9783319296791 bzw. 3319296795, in Deutsch, Springer International Publishing, neu, E-Book, elektronischer Download.
Stochastic Models with Power-Law Tails: The text gives an introduction to the Kesten-Goldie theory for stochastic recurrence equations of the type X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc`h, and others, and gives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrence equations and shows relations with non-affine recursions and multivariate regular variation. Englisch, Ebook.
Stochastic Models with Power-Law Tails
ISBN: 9783319296791 bzw. 3319296795, in Deutsch, Springer Shop, neu, E-Book, elektronischer Download.
In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, is provided. The classical theory for these equations, including the existence and uniqueness of a stationary solution, the tail behavior with special emphasis on power law behavior, moments and support, is presented. The authors collect recent asymptotic results on extremes, point processes, partial sums (central limit theory with special emphasis on infinite variance stable limit theory), large deviations, in the univariate and multivariate cases, and they further touch on the related topics of smoothing transforms, regularly varying sequences and random iterative systems. The text gives an introduction to the Kesten-Goldie theory for stochastic recurrence equations of the type X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, and gives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrence equations and shows relations with non-affine recursions and multivariate regular variation. eBook.
Stochastic Models with Power-Law Tails (2016)
ISBN: 9783319296791 bzw. 3319296795, in Englisch, Springer, Springer, Springer, neu, E-Book, elektronischer Download.
In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variable.
/ Damek / Mikosch | Stochastic Models with Power-Law Tails | Springer | Softcover reprint of the original 1st ed. 2016 | 2018
ISBN: 9783319806242 bzw. 3319806246, in Deutsch, Springer, Taschenbuch, neu.
Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering) (2016)
ISBN: 9783319296791 bzw. 3319296795, in Englisch, 320 Seiten, Springer, neu, Erstausgabe, E-Book, elektronischer Download.
In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, is provided. The classical theory for these equations, including the existence and uniqueness of a stationary solution, the tail behavior with special emphasis on power law behavior, moments and support, is presented. The authors collect recent asymptotic results on extremes, point processes, partial sums (central limit theory with special emphasis on infinite variance stable limit theory), large deviations, in the univariate and multivariate cases, and they further touch on the related topics of smoothing transforms, regularly varying sequences and random iterative systems. The text gives an introduction to the Kesten-Goldie theory for stochastic recurrence equations of the type X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, and gives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrence equations and shows relations with non-affine recursions and multivariate regular variation., Kindle Edition, Ausgabe: 1st ed. 2016, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2016-08-05, Freigegeben: 2016-08-05, Studio: Springer.
Stochastic Models with Power-Law Tails (2016)
ISBN: 3319806246 bzw. 9783319806242, in Deutsch, Taschenbuch, neu, Nachdruck.
Stochastic Models with Power-Law Tails (2016)
ISBN: 9783319296791 bzw. 3319296795, in Deutsch, Springer International Publishing, Taschenbuch, neu.
Stochastic Models with Power-Law Tails
ISBN: 3319296795 bzw. 9783319296791, vermutlich in Englisch, Stochastic Models with Power-Law Tails - eBook als pdf von Dariusz Buraczewski/ Ewa Damek/ Thomas Mikosch - Springer-Verlag GmbH - 9783319296791, neu, E-Book, elektronischer Download.
Stochastic Models with Power-Law Tails (2018)
ISBN: 9783319806242 bzw. 3319806246, vermutlich in Englisch, Springer International Publishing, Taschenbuch, neu, Nachdruck.
The Equation X = AX + B, Buch, Softcover, Softcover reprint of the original 1st ed. 2016.