|
|
libcats.org
Limit theorems for unions of random closed setsIlya S. MolchanovThe book concerns limit theorems and laws of large numbers for scaled unionsof independent identically distributed random sets. These results generalizewell-known facts from the theory of extreme values. Limiting distributions (called union-stable) are characterized and found explicitly for many examples of random closed sets. The speed of convergence in the limit theorems for unions is estimated by means of the probability metrics method.It includes the evaluation of distances between distributions of random sets constructed similarly to the well-known distances between distributions of random variables. The techniques include regularly varying functions, topological properties of the space of closed sets, Choquet capacities, convex analysis and multivalued functions. Moreover, the concept of regular variation is elaborated for multivalued (set-valued) functions. Applications of the limit theorems to simulation of random sets, statistical tests, polygonal approximations of compacts, limit theorems for pointwise maxima of random functions are considered. Several open problems are mentioned. Addressed primarily to researchers in the theory of random sets, stochastic geometry and extreme value theory, the book will also be of interest to applied mathematicians working on applications of extremal processes and their spatial counterparts. The book is self-contained, and no familiarity with the theory of random sets is assumed.
Популярные книги за неделю:
Система упражнений по развитию способностей человека (Практическое пособие)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 818 Kb
Сотворение мира (3-х томник)Автор: Петров Аркадий НаумовичКатегория: Путь к себе
Размер книги: 817 Kb
Только что пользователи скачали эти книги:
Advances in Artificial Intelligence: 19th Conference of the Canadian Society for Computational Studies of Intelligence, Canadian AI 2006, Quebec City,Автор: Luc Lamontagne, Автор: Mario Marchand
Размер книги: 8.25 Mb
Dictionnaire des prénoms russesАвтор: Elena PereverzevaКатегория: Языкознание, Словари
Размер книги: 3.17 Mb
Transit Capacity and Quality of Service Manual, 2nd EditionАвтор: Kittelson & Associates, Автор: United States. Federal Transit Administration, Автор: Transit Cooperative Research Program, Автор: Transit Development Corporation, Автор: National Research Council (U.S.). Transportation Research Board
Размер книги: 27.51 Mb
Descartes' Natural Philosophy (Routledge Studies in Seventeenth Century Philosophy)Автор: S. Gaukroger, Автор: John Schuster, Автор: John Sutton (editors)
Размер книги: 42.60 Mb
|
|
|