Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)
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Bester Preis: Fr. 95.11 (€ 97.26)¹ (vom 05.02.2018)1
Stochastic Models with Power-Law Tails - The Equation X=AX+B
DE HC NWISBN: 9783319296784 bzw. 3319296787, in Deutsch, Springer-Verlag Gmbh, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Stochastic Models with Power-Law Tails: 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. Englisch, Buch.
Stochastic Models with Power-Law Tails: 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. Englisch, Buch.
2
Stochastic Models with Power-Law Tails
DE NWISBN: 9783319296784 bzw. 3319296787, in Deutsch, neu.
Lieferung aus: Deutschland, Lieferzeit: 11 Tage.
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.
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.
3
Stochastic Models with Power-Law Tails: The Equation X = Ax + B
DE USISBN: 3319296787 bzw. 9783319296784, in Deutsch, Springer, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd.
math,mathematics,science and math, Stochastic Models with Power-Law Tails : The Equation X=AX+B, 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.
math,mathematics,science and math, Stochastic Models with Power-Law Tails : The Equation X=AX+B, 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.
4
Stochastic Models with Power-Law Tails als von Dariusz Buraczewski, Ewa Damek, Thomas Mikosch (2016)
DE NWISBN: 9783319296784 bzw. 3319296787, in Deutsch, Springer-Verlag GmbH, neu.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, Versandkostenfrei.
Stochastic Models with Power-Law Tails ab 119.99 EURO The Equation X=AX+B Springer Series in Operations Research and Financial Engineering. 1st ed. 2016.
Stochastic Models with Power-Law Tails ab 119.99 EURO The Equation X=AX+B Springer Series in Operations Research and Financial Engineering. 1st ed. 2016.
5
Stochastic Models with Power-Law Tails (2016)
~EN HC NWISBN: 9783319296784 bzw. 3319296787, vermutlich in Englisch, Springer International Publishing, gebundenes Buch, neu.
Lieferung aus: Deutschland, Versandkostenfrei in der BRD, Versand in 10-14 Tagen.
The Equation X = AX + B, Buch, Hardcover, 1st ed. 2016.
The Equation X = AX + B, Buch, Hardcover, 1st ed. 2016.
6
Stochastic Models with Power-Law Tails: The Equation X = AX + B
DE HC NWISBN: 9783319296784 bzw. 3319296787, in Deutsch, Springer International Publishing, gebundenes Buch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering) (2016)
~EN NW FEISBN: 9783319296784 bzw. 3319296787, vermutlich in Englisch, 338 Seiten, Springer, neu, Erstausgabe.
Neu ab: 134,82 € (3 Angebote)
Gebraucht ab: 167,58 € (2 Angebote)
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Lieferung aus: Spanien, zzgl. Versandkosten (wenn der Anbieter in Ihr Land liefert).
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering) (2016)
~EN US FEISBN: 9783319296784 bzw. 3319296787, vermutlich in Englisch, 338 Seiten, Springer, gebraucht, guter Zustand, Erstausgabe.
Neu ab: 134,82 € (3 Angebote)
Gebraucht ab: 167,58 € (2 Angebote)
Zu den weiteren 5 Angeboten bei Amazon.es
Lieferung aus: Vereinigte Staaten von Amerika, Envío en 4 a 5 días. zzgl. Versandkosten (wenn der Anbieter in Ihr Land liefert).
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Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Paper Cavalier España.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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