9783319296784 - stochastic models with power-law tails: the equation x = ax + b di buraczewski, dariusz; damek, ewa; mikosch, thomas (11 risultati)
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 153,59
EUR 14,00 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 188,41
EUR 3,45 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. 1st ed. 2016 edition NO-PA16APR2015-KAP.
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 153,90
EUR 63,35 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equationX=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, w…here (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 thetype X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, andgives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrenceequations and shows relations with non-affine recursions and multivariate regular variation.
Stochastic Models with Power-Law Tails: The Equation X = AX + B
Buraczewski, Dariusz (Author)/ Damek, Ewa (Author)/ Mikosch, Thomas (Author)
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 221,91
EUR 14,61 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 338 pages. 9.25x6.25x1.00 inches. In Stock.
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Come nuovo
EUR 243,14
EUR 29,21 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 118,26
EUR 42,00 spedizioneSpedito da Italia a U.S.A.Quantità: Più di 20 disponibili
Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer International Publishing Jul 2016, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 149,79
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equationX=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 thetype X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, andgives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrenceequations and shows relations with non-affine recursions and multivariate regular variation. 336 pp. Englisch.
Lingua: Inglese
Editore: Springer International Publishing, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 127,40
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covers fields which are not available in book form and are spread over the literatureProvides an accessible introduction to a complicated stochastic modelA readable overview of one of the most complicated topics.
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 195,35
EUR 7,60 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand.
Lingua: Inglese
Editore: Springer, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 198,80
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Springer, Palgrave Macmillan Jul 2016, 2016
Serie: Libro 30 di 43 - Springer Series in Operations Research and Financial Engineering
- Rilegato
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 149,79
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 var…iables 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 336 pp. Englisch.
