Extreme Values In Random Sequences by Pavle Mladenovic
The main subject is the probabilistic extreme value theory. The purpose is to present recent results related to limiting distributions of maxima in incomplete samples from stationary sequences, and results related to extremal properties of different combinatorial configurations. The necessary contents related to regularly varying functions and basic results of extreme value theory are included in the first two chapters with examples, exercises and supplements. The motivation for consideration maxima in incomplete samples arises from the fact that real data are often incomplete. A sequence of observed random variables from a stationary sequence is also stationary only in very special cases. Hence, the results provided in the third chapter are also related to non-stationary sequences. The proof of theorems related to joint limiting distribution of maxima in complete and incomplete samples requires a non-trivial combination of combinatorics and point process theory. Chapter four provides results on the asymptotic behavior of the extremal characteristics of random permutations, the coupon collector's problem, the polynomial scheme, random trees and random forests, random partitions of finite sets, and the geometric properties of samples of random vectors. The topics presented here provide insight into the natural connections between probability theory and algebra, combinatorics, graph theory and combinatorial geometry.
The contents of the book may be useful for graduate students and researchers who are interested in probabilistic extreme value theory and its applications.
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Numerical Optimization
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Derivative-Free and Blackbox Optimization
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The Logic of Logistics
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Many Agent Games in Socio-economic Systems: Corruption, Inspection, Coalition Building, Network Growth, Security
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Risk-Averse Optimization and Control
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Newton-Type Methods for Optimization and Variational Problems
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Extreme Value Theory for Time Series
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Perturbation Analysis of Optimization Problems
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QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
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Risk and Portfolio Analysis
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Introduction to Queueing Networks
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Facility Location
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Stochastic Models with Power-Law Tails
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Monte Carlo
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Decision Aids for Selection Problems
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Kronecker Modeling and Analysis of Multidimensional Markovian Systems
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Cooperative Stochastic Differential Games
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Linear and Integer Programming vs Linear Integration and Counting
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Analysis and Algorithms for Service Parts Supply Chains
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Principles of Inventory Management
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Stochastic Petri Nets
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Finite-Dimensional Variational Inequalities and Complementarity Problems
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Single-Facility Location Problems with Barriers
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Linear Programming 2
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Implicit Functions and Solution Mappings
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Performance Analysis of Manufacturing Systems
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Dynamic Control of Quality in Production-Inventory Systems
He was involved in organizing national mathematical competitions and was leader of the team of FR Yugoslavia first at the Balkan Mathematical Olympiad (1992-1996) and then at the International Mathematical Olympiad (1997-2001).
| SKU | Unavailable |
| ISBN 13 | 9783031574115 |
| ISBN 10 | 3031574117 |
| Title | Extreme Values In Random Sequences |
| Author | Pavle Mladenovic |
| Series | Springer Series In Operations Research And Financial Engineering |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer International Publishing AG |
| Year published | 2024-05-18 |
| Number of pages | 278 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |