Kód: 01565728
The 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 (ca ... celý popis
1132 Kč
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The 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.
Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Algebra
1132 Kč
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