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Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The …
There has been an increase in attention toward systems involving large numbers of small players, giving rise to the theory of mean field games, mean field type control and …
This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside …
Manufacturing industries are devoted to producing high-quality products in the most economical and timely manner. Quality, economics, and time not only indicate the …
This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to …
This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those …
This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those …
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the …
Manufacturing industries are devoted to producing high-quality products in the most economical and timely manner. Quality, economics, and time not only indicate the …
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is …