Extremes in Random Fields

Beschreibung

Presents a useful new technique for analyzing theextreme-value behaviour of random fields Modern science typically involves the analysis of increasinglycomplex data. The extreme values that emerge in the statisticalanalysis of complex data are often of particular interest. Thisbook focuses on the analytical approximations of the statisticalsignificance of extreme values. Several relatively complexapplications of the technique to problems that emerge in practicalsituations are presented. All the examples are difficult toanalyze using classical methods, and as a result, the authorpresents a novel technique, designed to be more accessible to theuser. Extreme value analysis is widely applied in areas such asoperational research, bioinformatics, computer science, finance andmany other disciplines. This book will be useful for scientists,engineers and advanced graduate students who need to develop theirown statistical tools for the analysis of their data. Whilst thisbook may not provide the reader with the specific answer it willinspire them to rethink their problem in the context of randomfields, apply the method, and produce a solution.

Autor*in

Benjamin Yakir

Themen in »Extremes in Random Fields«

Angewandte Wahrscheinlichkeitsrechnung u. Statistik Applied Probability & Statistics Finanz- u. Wirtschaftsstatistik Statistics Statistics for Finance, Business & Economics Statistik Wahrscheinlichkeitsrechnung

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"Whilst the book does not (nor does it claim to) provide a general account of the many different techniques used in the field of extreme value theory, it offers the reader an interesting and inspiring approach that has proved to be fruitful for many statistical problems." (Zentralblatt MATH, 1 October 2015)
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