Compound Poisson Approximation
Autor V. Čekanavičius, S. Y. Novaken Limba Engleză Hardback – 21 aug 2024
Features
• Provides a comprehensive overview of this rapidly expanding field
• Synthesizes the most important research results of recent years
• Presents an array of special topics
• Provides the reader with a set of tools needed for research and education
The book is of interest to researchers and postgraduate students from probability, statistics, and mathematics.
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Specificații
ISBN-13: 9781032762562
ISBN-10: 103276256X
Pagini: 319
Dimensiuni: 178 x 254 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Locul publicării:Boca Raton, United States
ISBN-10: 103276256X
Pagini: 319
Dimensiuni: 178 x 254 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Locul publicării:Boca Raton, United States
Public țintă
Academic and PostgraduateCuprins
1. Preliminaries. 2. Poisson limit theorem. 3. Accuracy of Poisson approximation. 4. Applications. 5. Compound Poisson limit theorem. 6. Accuracy of CP approximation: rare events. 7. Accuracy of CP approximation: discrete r.v.s. 8. Special classes of distributions. 9. m-dependent integer-valued r.v.s. 10. Markov Binomial distribution. 11. Multivariate compound Poisson approximation. 12. Compound Poisson process approximation. 13. Kolmogorov’s problem. 14. Appendix.
Notă biografică
Vydas Čekanavičius is a Professor of Mathematics at the Institute of Applied Mathematics, Faculty of Mathematics and Informatics, Vilnius University. He is the author of “Approximation Methods in Probability Theory”, Springer, 2016.
Dr S.Y. Novak works at Middlesex University London. He is the author of “Extreme value methods with applications to finance”, Chapman & Hall/CRC Press, 2011.
Dr S.Y. Novak works at Middlesex University London. He is the author of “Extreme value methods with applications to finance”, Chapman & Hall/CRC Press, 2011.
Descriere
Compound Poisson Approximation appears naturally in situations where one deals with a large number of rare events. It has important applications in insurance, extreme value theory, reliability theory, mathematical biology, etc. This book synthesizes the most important recent research in the field in a single volume.