DMCA. Copyrighted Work that you can Claim.
Base have 9 939 books.
Search: 


📙 Stochastic Models with Power-Law Tails: The Equation X = AX + B by Dariusz Buraczewski, Ewa Damek, Thomas Mikosch (auth.) — free download


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 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 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.



About book:

About file:

  • File size: 3 719 516
  • Format: pdf


Security code:
Download button

Similar books results


Stochastic Modeling and Analysis of Telecoms Networks
Stochastic Modeling and Analysis of Telecoms Networks free pdf by Laurent Decreusefond, Pascal Moyal

This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of result...

System Dynamics Modeling with R
System Dynamics Modeling with R free pdf by Jim Duggan (auth.)

This new interdisciplinary work presents system dynamics as a powerful approach to enable analysts build simulation models of social systems, with a view toward enhancing decision making. Grounded in the feedback perspective of complex systems, the book p...

The Hermitian two matrix model with an even quartic potential
The Hermitian two matrix model with an even quartic potential epub download by Maurice Duits, Arno B. J. Kuijlaars, Man Yue Mo

The authors consider the two matrix model with an even quartic potential $W(y)=y^4/4+\alpha y^2/2$ and an even polynomial potential $V(x)$. The main result of the paper is the formulation of a vector equilibrium problem for the limiting mean density for t...

Science Dynamics and Research Production: Indicators, Indexes, Statistical Laws and Mathematical Models
Science Dynamics and Research Production: Indicators, Indexes, Statistical Laws and Mathematical Models epub download by Nikolay K. Vitanov (auth.)

This book deals with methods to evaluate scientific productivity. In the book statistical methods, deterministic and stochastic models and numerous indexes are discussed that will help the reader to understand the nonlinear science dynamics and to be able...

From the American Civil War to the War on Terror: Three Models of Emergency Law in the United States Supreme Court
From the American Civil War to the War on Terror: Three Models of Emergency Law in the United States Supreme Court download pdf by Emily Hartz (auth.)

This book offers a systematic and comprehensive account of the key cases that have come to shape the jurisprudence on emergency law in the United States from the Civil War to the War on Terror. The legal questions raised in these cases concern fundamental...

Building Information Modeling: Planning and Managing Construction Projects with 4D CAD and Simulations
Building Information Modeling: Planning and Managing Construction Projects with 4D CAD and Simulations (Set 2) pdf free by Willem Kymmell

Improve Planning and Management on Any Construction Project with Powerful BIM Tools Building information modeling (BIM) integrates 3D drawings and 4D animations to dramatically improve the communication, coordination, and planning of...

Chemical Engineering Dynamics: Modelling with PC Simulation, Second Edition
Chemical Engineering Dynamics: Modelling with PC Simulation, Second Edition download pdf by Dr. John Ingham, Dr. Irving J. Dunn, Dr. Elmar Heinzle, Dr. Jiri E. Prenosil(auth.)

In this book, the reader is guided through the complex study of dynamic chemical engineering systems by the unique combination of a simplified presentation of the fundamental theory (Part 1) and direct hands-on computer experimentation with the provision ...

Case Studies in Bayesian Statistical Modelling and Analysis
Case Studies in Bayesian Statistical Modelling and Analysis epub download by Walter A. Shewhart, Samuel S. Wilks(eds.)

This book aims to present an introduction to Bayesian modelling and computation, by considering real case studies drawn from diverse fields spanning ecology, health, genetics and finance. Each chapter comprises a description of the problem, the correspond...

Money, and the Law of Attraction: Learning to Attract Wealth, Health, and Happiness
Money, and the Law of Attraction: Learning to Attract Wealth, Health, and Happiness free pdf by Esther Hicks, Jerry Hicks

This Leading Edge work by Esther and Jerry Hicks, who present the teachings of the Non-Physical consciousness Abraham, explains that the two subjects most chronically affected by the powerful Law of Attraction are financial and physical well-being. This b...

Infrared Band Handbook: Volume 1 4240–999 cm-1 / Volume 2 999–29 cm-1
Infrared Band Handbook: Volume 1 4240–999 cm-1 / Volume 2 999–29 cm-1 pdf free by Herman A. Szymanski, Ronald E. Erickson (auth.)

This Handbook includes all the data of the first edition and its supple­ ments and sufficient additional material to nearly double the total number of entries. It is hoped that enough entries are now given to represent most structural groups and environme...

HMO Energy Characteristics
HMO Energy Characteristics free epub by Rudolf Zahradník, Jiří Pancíř (auth.)

Guide to Fluorescence Literature
Guide to Fluorescence Literature free download by Richard A. Passwater (auth.)

The major reason forpresentingabiblio­ ultraviolet light, or which make only a casual graphy on fluorescence and phosphorescence reference to the fluorescence technique were can be summed up in one statement: A recent usually rejected. However, occasional...

Stanford White
Stanford White download pdf by Charles C. Baldwin (auth.)

Pharmacological facts and figures
Pharmacological facts and figures pdf free by F. Lembeck, K.-Fr. Sewing (auth.)

Animal Tumors of the Female Reproductive Tract: Spontaneous and Experimental
Animal Tumors of the Female Reproductive Tract: Spontaneous and Experimental free pdf by E. Cotchin D.Sc., F.R.C.V.S., F.R.C. Path., June Marchant Ph.D. (auth.)

Microcomputer Control of Thermal and Mechanical Systems
Microcomputer Control of Thermal and Mechanical Systems free download by W. F. Stoecker, P. A. Stoecker (auth.)

Microcomputers are having, and will have in the future, a significant impact on the technology of all fields of engineering. The applications of micro­ computers of various types that are now integrated into engineering include computers and programs for ...

Microcomputer Software for Civil Engineers
Microcomputer Software for Civil Engineers free pdf by Howard Falk (auth.)

This is a book about software packages for use by civil engineers. It is written for engineers who need software that can do the job without re­ quiring that they become computer experts or programmers. The purpose of this book is to present a broad pictu...

From the Retina to the Neocortex: Selected Papers of David Marr

Protecting Yourself Online For Dummies: AARP
Protecting Yourself Online For Dummies: AARP pdf free by Nancy Muir, Ryan Williams

Don't let news about internet risks deter you from taking full advantage of its benefits! The web is such an amazing and useful resource for connecting with friends and family, shopping, banking, catching up on current events, and getting help in a myriad...