| 000 | 03837nam a22005655i 4500 | ||
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| 001 | 978-3-031-57412-2 | ||
| 003 | DE-He213 | ||
| 005 | 20251030112046.0 | ||
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| 008 | 240517s2024 sz | s |||| 0|eng d | ||
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_a9783031574122 _9978-3-031-57412-2 |
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| 024 | 7 |
_a10.1007/978-3-031-57412-2 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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_aPBT _2thema |
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| 100 | 1 |
_aMladenović, Pavle. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut _976962 |
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| 245 | 1 | 0 |
_aExtreme Values In Random Sequences _h[electronic resource] / _cby Pavle Mladenović. |
| 250 | _a1st ed. 2024. | ||
| 264 | 1 |
_aCham : _bSpringer Nature Switzerland : _bImprint: Springer, _c2024. |
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| 300 |
_aXII, 278 p. 3 illus. _bonline resource. |
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_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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_atext file _bPDF _2rda |
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| 490 | 1 |
_aSpringer Series in Operations Research and Financial Engineering, _x2197-1773 |
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| 505 | 0 | _aPreface -- Regularly Varying Functions -- Basic Results of Extreme Value Theory -- Time Series and Missing Observations -- Combinatorial Problems and Extreme Values -- Bibliography -- Index. | |
| 520 | _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. | ||
| 650 | 0 |
_aProbabilities. _965724 |
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| 650 | 0 |
_aStochastic processes. _976770 |
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| 650 | 0 |
_aStochastic analysis. _959375 |
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| 650 | 1 | 4 |
_aApplied Probability. _965727 |
| 650 | 2 | 4 |
_aStochastic Processes. _976770 |
| 650 | 2 | 4 |
_aStochastic Analysis. _959375 |
| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer Nature eBook | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031574115 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031574139 |
| 776 | 0 | 8 |
_iPrinted edition: _z9783031574146 |
| 830 | 0 |
_aSpringer Series in Operations Research and Financial Engineering, _x2197-1773 _976963 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/978-3-031-57412-2 |
| 912 | _aZDB-2-SMA | ||
| 912 | _aZDB-2-SXMS | ||
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_c59927 _d59927 |
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