03626nam a22005175i 4500001001800000003000900018005001700027007001500044008004100059020003700100024003500137050001900172072001600191072001700207072002300224072001500247072001600262100008900278245008800367250001800455264006900473300004300542336002600585337002600611338003600637347002400673490008100697505019500778520159900973650002602572650003302598650003202631650003202663650003302695650003202728710003402760773002602794776003602820776003602856776003602892830008802928856004603016912001403062912001503076999001703091978-3-031-57412-2DE-He21320251030112046.0cr nn 008mamaa240517s2024 sz | s |||| 0|eng d a97830315741229978-3-031-57412-27 a10.1007/978-3-031-57412-22doi 4aQA273.A1-274.9 7aPBT2bicssc 7aPBWL2bicssc 7aMAT0290002bisacsh 7aPBT2thema 7aPBWL2thema1 aMladenović, Pavle.eauthor.4aut4http://id.loc.gov/vocabulary/relators/aut97696210aExtreme Values In Random Sequencesh[electronic resource] /cby Pavle Mladenović. a1st ed. 2024. 1aCham :bSpringer Nature Switzerland :bImprint: Springer,c2024. aXII, 278 p. 3 illus.bonline resource. atextbtxt2rdacontent acomputerbc2rdamedia aonline resourcebcr2rdacarrier atext filebPDF2rda1 aSpringer Series in Operations Research and Financial Engineering,x2197-17730 aPreface -- Regularly Varying Functions -- Basic Results of Extreme Value Theory -- Time Series and Missing Observations -- Combinatorial Problems and Extreme Values -- Bibliography -- Index. aThe main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of different combinatorial configurations. The necessary contents related to regularly varying functions and basic results of extreme value theory are included in the first two chapters with examples, exercises and supplements. The motivation for consideration maxima in incomplete samples arises from the fact that real data are often incomplete. A sequence of observed random variables from a stationary sequence is also stationary only in very special cases. Hence, the results provided in the third chapter are also related to non-stationary sequences. The proof of theorems related to joint limiting distribution of maxima in complete and incomplete samples requires a non-trivial combination of combinatorics and point process theory. Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors. The topics presented here provide insight into the natural connections between probability theory and algebra, combinatorics, graph theory and combinatorial geometry. The contents of the book may be useful for graduate students and researchers who are interested in probabilistic extreme value theory and its applications. 0aProbabilities.965724 0aStochastic processes.976770 0aStochastic analysis.95937514aApplied Probability.96572724aStochastic Processes.97677024aStochastic Analysis.9593752 aSpringerLink (Online service)0 tSpringer Nature eBook08iPrinted edition:z978303157411508iPrinted edition:z978303157413908iPrinted edition:z9783031574146 0aSpringer Series in Operations Research and Financial Engineering,x2197-177397696340uhttps://doi.org/10.1007/978-3-031-57412-2 aZDB-2-SMA aZDB-2-SXMS c59927d59927