Distributions With Given Marginals And Moment Problems

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Distributions with given Marginals and Moment Problems

Author : Viktor Benes
Publisher : Springer Science & Business Media
ISBN 13 : 9401155321
Total Pages : 311 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Distributions with given Marginals and Moment Problems by : Viktor Benes

Download or read book Distributions with given Marginals and Moment Problems written by Viktor Benes and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last decade has seen a remarkable development of the "Marginal and Moment Problems" as a research area in Probability and Statistics. Its attractiveness stemmed from its lasting ability to provide a researcher with difficult theoretical problems that have direct consequences for appli cations outside of mathematics. The relevant research aims centered mainly along the following lines that very frequently met each other to provide sur prizing and useful results : -To construct a probability distribution (to prove its existence, at least) with a given support and with some additional inner stochastic property defined typically either by moments or by marginal distributions. -To study the geometrical and topological structure of the set of prob ability distributions generated by such a property mostly with the aim to propose a procedure that would result in a stochastic model with some optimal properties within the set of probability distributions. These research aims characterize also, though only very generally, the scientific program of the 1996 conference "Distributions with given marginals and moment problems" held at the beginning of September in Prague, Czech Republic, to perpetuate the tradition and achievements of the closely related 1990 Roma symposium "On Frechet Classes" 1 and 1993 Seattle" AMS Summer Conference on Marginal Problem".

Distributions With Given Marginals and Statistical Modelling

Author : Carles M. Cuadras
Publisher : Springer Science & Business Media
ISBN 13 : 9401700613
Total Pages : 252 pages
Book Rating : 4.4/5 (17 download)

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Book Synopsis Distributions With Given Marginals and Statistical Modelling by : Carles M. Cuadras

Download or read book Distributions With Given Marginals and Statistical Modelling written by Carles M. Cuadras and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the papers presented at the meeting "Distributions with given marginals and statistical modelling", held in Barcelona (Spain), July 17- 20, 2000. This is the fourth meeting on given marginals, showing that this topic has aremarkable interest. BRIEF HISTORY The construction of distributions with given marginals started with the seminal papers by Hoeffding (1940) and Fn!chet (1951). Since then, many others have contributed on this topic: Dall' Aglio, Farlie, Gumbel, Johnson, Kellerer, Kotz, Morgenstern, Marshali, Olkin, Strassen, Vitale, Whitt, etc., as weIl as Arnold, Cambanis, Deheuvels, Genest, Frank, Joe, Kirneldorf, Nelsen, Rüschendorf, Sampson, Scarsini, Tiit, etc. In 1957 Sklar and Schweizer introduced probabilistic metric spaces. In 1975 Kirneldorf and Sampson studied the uniform representation of a bivariate dis tribution and proposed the desirable conditions that should be satisfied by any bivariate family. In 1991 Darsow, Nguyen and Olsen defined a natural operation between cop ulas, with applications in stochastic processes. In 1993, AIsina, Nelsen and Schweizer introduced the notion of quasi-copula

Advances in Probability Distributions with Given Marginals

Author : G. Dall'aglio
Publisher : Springer Science & Business Media
ISBN 13 : 9401134669
Total Pages : 243 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Advances in Probability Distributions with Given Marginals by : G. Dall'aglio

Download or read book Advances in Probability Distributions with Given Marginals written by G. Dall'aglio and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 243 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Et moi - ... - si j'avait su comment en rcvenir. One service mathematics has rendered the je n'y serais point alle.' human race. It has put common sense back Jules Verne where it belongs, on the topmost shelf next to the dusty canistcr labelled 'discarded non sense'. The scries is divergent; therefore we may be Eric T. Bell able to do something with it. O. Heaviside Mathematics is a tool for thought. A highly necessary tool in a world where both feedback and non linearities abound. Similarly, all kinds of parts of mathematics serve as tools for other parts and for other sciences. Applying a simple rewriting rule to the quote on the right above one finds such statements as: 'One service topology has rendered mathematical physics .. .'; 'One service logic has rendered com puter science .. .'; 'One service category theory has rendered mathematics .. .'. All arguably true. And all statements obtainable this way form part of the raison d'etre of this series.

Mass Transportation Problems

Author : Svetlozar T. Rachev
Publisher : Springer Science & Business Media
ISBN 13 : 0387227555
Total Pages : 508 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Mass Transportation Problems by : Svetlozar T. Rachev

Download or read book Mass Transportation Problems written by Svetlozar T. Rachev and published by Springer Science & Business Media. This book was released on 2006-05-17 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive account of the theory of mass transportation problems and its applications. In Volume I, the authors systematically develop the theory with emphasis on the Monge-Kantorovich mass transportation and the Kantorovich-Rubinstein mass transshipment problems. They then discuss a variety of different approaches towards solving these problems and exploit the rich interrelations to several mathematical sciences - from functional analysis to probability theory and mathematical economics. The second volume is devoted to applications of the above problems to topics in applied probability, theory of moments and distributions with given marginals, queuing theory, risk theory of probability metrics and its applications to various fields, among them general limit theorems for Gaussian and non-Gaussian limiting laws, stochastic differential equations and algorithms, and rounding problems. Useful to graduates and researchers in theoretical and applied probability, operations research, computer science, and mathematical economics, the prerequisites for this book are graduate level probability theory and real and functional analysis.

An Introduction to Copulas

Author : Roger B. Nelsen
Publisher : Springer Science & Business Media
ISBN 13 : 1475730764
Total Pages : 227 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis An Introduction to Copulas by : Roger B. Nelsen

Download or read book An Introduction to Copulas written by Roger B. Nelsen and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America.

Coping with Uncertainty

Author : Kurt Marti
Publisher : Springer Science & Business Media
ISBN 13 : 3540352627
Total Pages : 330 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Coping with Uncertainty by : Kurt Marti

Download or read book Coping with Uncertainty written by Kurt Marti and published by Springer Science & Business Media. This book was released on 2006-11-23 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ongoing global changes pose fundamentally new scientific problems requiring new concepts and tools. A key issue concerns a vast variety of practically irreducible uncertainties, which challenge traditional models and require new concepts and analytical tools. Uncertainty can dominate, as in the climate change debates. Increasing the resolution of models does not always yield sufficient certainty. This book presents much-needed new tools for modeling and management of uncertainty.

Distributions with Fixed Marginals and Related Topics

Author : Michael Dee Taylor
Publisher : IMS
ISBN 13 : 9780940600409
Total Pages : 390 pages
Book Rating : 4.6/5 (4 download)

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Book Synopsis Distributions with Fixed Marginals and Related Topics by : Michael Dee Taylor

Download or read book Distributions with Fixed Marginals and Related Topics written by Michael Dee Taylor and published by IMS. This book was released on 1996 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Copulas and Dependence Models with Applications

Author : Manuel Úbeda Flores
Publisher : Springer
ISBN 13 : 3319642219
Total Pages : 258 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Copulas and Dependence Models with Applications by : Manuel Úbeda Flores

Download or read book Copulas and Dependence Models with Applications written by Manuel Úbeda Flores and published by Springer. This book was released on 2017-10-13 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Mathematical Risk Analysis

Author : Ludger Rüschendorf
Publisher : Springer Science & Business Media
ISBN 13 : 364233590X
Total Pages : 414 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Mathematical Risk Analysis by : Ludger Rüschendorf

Download or read book Mathematical Risk Analysis written by Ludger Rüschendorf and published by Springer Science & Business Media. This book was released on 2013-03-12 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ideas and methods as well as their relevance to practical applications. The first part introduces basic probabilistic tools and methods of distributional analysis, and describes their use to the modeling of dependence and to the derivation of risk bounds in these models. In the second, part risk measures with a particular focus on those in the financial and insurance context are presented. The final parts are then devoted to applications relevant to optimal risk allocation, optimal portfolio problems as well as to the optimization of insurance contracts. Good knowledge of basic probability and statistics as well as of basic general mathematics is a prerequisite for comfortably reading and working with the present volume, which is intended for graduate students, practitioners and researchers and can serve as a reference resource for the main concepts and techniques.

Contemporary Multivariate Analysis and Design of Experiments

Author : Kaitai Fang
Publisher : World Scientific
ISBN 13 : 9812567763
Total Pages : 470 pages
Book Rating : 4.8/5 (125 download)

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Book Synopsis Contemporary Multivariate Analysis and Design of Experiments by : Kaitai Fang

Download or read book Contemporary Multivariate Analysis and Design of Experiments written by Kaitai Fang and published by World Scientific. This book was released on 2005 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Index. Subject index -- Author index

Encyclopedia of Optimization

Author : Christodoulos A. Floudas
Publisher : Springer Science & Business Media
ISBN 13 : 0387747583
Total Pages : 4646 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Encyclopedia of Optimization by : Christodoulos A. Floudas

Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".

Multivariate Statistics

Author : T. Kollo
Publisher : Walter de Gruyter
ISBN 13 : 3110944650
Total Pages : 233 pages
Book Rating : 4.1/5 (19 download)

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Book Synopsis Multivariate Statistics by : T. Kollo

Download or read book Multivariate Statistics written by T. Kollo and published by Walter de Gruyter. This book was released on 2011-09-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Extremes in Nature

Author : Gianfausto Salvadori
Publisher : Springer Science & Business Media
ISBN 13 : 1402044143
Total Pages : 304 pages
Book Rating : 4.4/5 (2 download)

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Book Synopsis Extremes in Nature by : Gianfausto Salvadori

Download or read book Extremes in Nature written by Gianfausto Salvadori and published by Springer Science & Business Media. This book was released on 2007-06-01 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics. Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced.

Probabilistic Metric Spaces

Author : B. Schweizer
Publisher : Courier Corporation
ISBN 13 : 0486445143
Total Pages : 354 pages
Book Rating : 4.4/5 (864 download)

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Book Synopsis Probabilistic Metric Spaces by : B. Schweizer

Download or read book Probabilistic Metric Spaces written by B. Schweizer and published by Courier Corporation. This book was released on 2011-11-30 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: This distinctly nonclassical treatment focuses on developing aspects that differ from the theory of ordinary metric spaces, working directly with probability distribution functions rather than random variables. The two-part treatment begins with an overview that discusses the theory's historical evolution, followed by a development of related mathematical machinery. The presentation defines all needed concepts, states all necessary results, and provides relevant proofs. The second part opens with definitions of probabilistic metric spaces and proceeds to examinations of special classes of probabilistic metric spaces, topologies, and several related structures, such as probabilistic normed and inner-product spaces. Throughout, the authors focus on developing aspects that differ from the theory of ordinary metric spaces, rather than simply transferring known metric space results to a more general setting.

Dynamic Copula Methods in Finance

Author : Umberto Cherubini
Publisher : John Wiley & Sons
ISBN 13 : 1119954525
Total Pages : 287 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Dynamic Copula Methods in Finance by : Umberto Cherubini

Download or read book Dynamic Copula Methods in Finance written by Umberto Cherubini and published by John Wiley & Sons. This book was released on 2011-10-20 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest tools and techniques for pricing and risk management This book introduces readers to the use of copula functions to represent the dynamics of financial assets and risk factors, integrated temporal and cross-section applications. The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then introduce new techniques to design Markov processes that are suited to represent the dynamics of market risk factors and their co-movement, providing techniques to both estimate and simulate such dynamics. The second part of the book will show readers how to apply these methods to the evaluation of pricing of multivariate derivative contracts in the equity and credit markets. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.

Aggregation Functions in Theory and in Practise

Author : Humberto Bustince Sola
Publisher : Springer Science & Business Media
ISBN 13 : 3642391656
Total Pages : 552 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Aggregation Functions in Theory and in Practise by : Humberto Bustince Sola

Download or read book Aggregation Functions in Theory and in Practise written by Humberto Bustince Sola and published by Springer Science & Business Media. This book was released on 2013-06-20 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects the extended abstracts of 45 contributions of participants to the Seventh International Summer School on Aggregation Operators (AGOP 2013), held at Pamplona in July, 16-20, 2013. These contributions cover a very broad range, from the purely theoretical ones to those with a more applied focus. Moreover, the summaries of the plenary talks and tutorials given at the same workshop are included. Together they provide a good overview of recent trends in research in aggregation functions which can be of interest to both researchers in Physics or Mathematics working on the theoretical basis of aggregation functions, and to engineers who require them for applications.

Optimal Transport

Author : Cédric Villani
Publisher : Springer Science & Business Media
ISBN 13 : 3540710507
Total Pages : 970 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis Optimal Transport by : Cédric Villani

Download or read book Optimal Transport written by Cédric Villani and published by Springer Science & Business Media. This book was released on 2008-10-26 with total page 970 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and John Mather launched a revolution in the venerable field of optimal transport founded by G. Monge in the 18th century, which has made breathtaking forays into various other domains of mathematics ever since. The author presents a broad overview of this area, supplying complete and self-contained proofs of all the fundamental results of the theory of optimal transport at the appropriate level of generality. Thus, the book encompasses the broad spectrum ranging from basic theory to the most recent research results. PhD students or researchers can read the entire book without any prior knowledge of the field. A comprehensive bibliography with notes that extensively discuss the existing literature underlines the book’s value as a most welcome reference text on this subject.