The Methods of Distances in the Theory of Probability and Statistics

Lingua: inglese

Editore: Springer, Springer Jun 2015, 2015

1489995692 / 9781489995698

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This item is printed on demand - Print on Demand Titel. Neuware -This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics.After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.Svetlozar T. Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics, SUNY-Stony Brook and Chief Scientist of Finanlytica, USA. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor at EDHEC Business School and Head of Research, EDHEC-Risk Institute¿Asia (Singapore). Frank J. Fabozzi is a Professor at EDHEC Business School. (USA)Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 636 pp. Englisch.…

Codice articolo 9781489995698

Titolo
The Methods of Distances in the Theory of Probability and Statistics
Autore
Svetlozar T. Rachev
Editore
Springer, Springer Jun 2015
Anno di pubblicazione
2015
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
1489995692
ISBN 13
9781489995698
Peso dell'articolo
949 grammi
Dimensioni
235x155x34 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germania

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Venditore AbeBooks dal 23 gennaio 2017

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