The Methods of Distances in the Theory of Probability and Statistics (Record no. 44205)
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control field | sulb-eb0022113 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | BD-SySUS |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20160413122224.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 130107s2013 xxu| s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781461448693 |
-- | 978-1-4614-4869-3 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-1-4614-4869-3 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
Classification number | QA274-274.9 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
Subject category code | PBWL |
Source | bicssc |
Subject category code | MAT029000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Rachev, Svetlozar T. |
Relator term | author. |
245 14 - TITLE STATEMENT | |
Title | The Methods of Distances in the Theory of Probability and Statistics |
Medium | [electronic resource] / |
Statement of responsibility, etc. | by Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank Fabozzi. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | New York, NY : |
Name of producer, publisher, distributor, manufacturer | Springer New York : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XVI, 619 p. |
Other physical details | online resource. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Main directions in the theory of probability metrics -- Probability distances and probability metrics: Definitions -- Primary, simple and compound probability distances, and minimal and maximal distances and norms -- A structural classification of probability distances.-Monge-Kantorovich mass transference problem, minimal distances and minimal norms -- Quantitative relationships between minimal distances and minimal norms -- K-Minimal metrics -- Relations between minimal and maximal distances -- Moment problems related to the theory of probability metrics: Relations between compound and primary distances -- Moment distances -- Uniformity in weak and vague convergence -- Glivenko-Cantelli theorem and Bernstein-Kantorovich invariance principle -- Stability of queueing systems.-Optimal quality usage -- Ideal metrics with respect to summation scheme for i.i.d. random variables -- Ideal metrics and rate of convergence in the CLT for random motions -- Applications of ideal metrics for sums of i.i.d. random variables to the problems of stability and approximation in risk theory -- How close are the individual and collective models in risk theory?- Ideal metric with respect to maxima scheme of i.i.d. random elements -- Ideal metrics and stability of characterizations of probability distributions -- Positive and negative de nite kernels and their properties -- Negative definite kernels and metrics: Recovering measures from potential -- Statistical estimates obtained by the minimal distances method -- Some statistical tests based on N-distances -- Distances defined by zonoids -- N-distance tests of uniformity on the hypersphere.-. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases. Svetlozar T. Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics, SUNY-Stony Brook and Chief Scientist of Finanlytica, USA. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor at EDHEC Business School and Head of Research, EDHEC-Risk Institute—Asia (Singapore). Frank J. Fabozzi is a Professor at EDHEC Business School. (USA) . |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
Topical term or geographic name as entry element | Approximation theory. |
Topical term or geographic name as entry element | Probabilities. |
Topical term or geographic name as entry element | Statistics. |
Topical term or geographic name as entry element | Mathematics. |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
Topical term or geographic name as entry element | Statistical Theory and Methods. |
Topical term or geographic name as entry element | Approximations and Expansions. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Klebanov, Lev B. |
Relator term | author. |
Personal name | Stoyanov, Stoyan V. |
Relator term | author. |
Personal name | Fabozzi, Frank. |
Relator term | author. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9781461448686 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-1-4614-4869-3">http://dx.doi.org/10.1007/978-1-4614-4869-3</a> |
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942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
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No items available.