随机域中的极值统计学理论及应用

本书特色

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　　《随机域中的极值统计学:理论及应用(英文版)》以通俗易懂的方式介绍了随机域中研究极值分布的某些新颖而有效的方法。全书分成两部分。**部分总结随机域中极值的尾概率的渐近估计的一般方法。结合一些简单或者基本的例子，全书给读者展示一些经典的方法，同时也介绍了作者本人发展的一些方法，并对一些定理给出了数学证明。第二部分则介绍处理实际问题相对复杂且用传统的方法难以分析的技术，主要涉及5种应用，分别为基因组序列数据拷贝数变异探测、信号发生图像的连续监测、输入过程长时间交互缓冲溢出分析、pickands常数模拟以及基于传感器网络基础的连续改变点检测，而上述应用的例子用经典的方法是难以分析的。

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目录

prefaceacknowledgmentspart i theoryintroduction1.1 distribution of extremes in random fields1.2 outline of the method1.3 gaussian and asymptotically gaussian random fields1.4 applicationsbasic examples2.1 introduction2.2 a power-one sequential test2.3 a kernel-based scanning statistic2.4 other methods3 approximation of the local rate3.1 introduction3.2 preliminary localization and approximation3.2.1 localization3.2.2 a discrete approximation3.3 measure transformation3.4 application of the localization theorem3.4.1 checking condition ⅰ3.4.2 checking condition ⅴ3.4.3 checking condition ⅳ3.4.4 checking condition ⅱ3.4.5 checking condition ⅲ3.5 integration4 from the local to the global4.1 introduction4.2 poisson approximation.of probabilities4.3 average run length to false alarmthe localization theorem5.1 introduction5.2 a simplified version of the localization theorem5.3 the localization theorem5.4 a local limit theorem5.5 edge effects and higher order approximationspart ⅱ applicationsnonparametric tests: kolmogorov-smirnov and peacock6.1 introduction6.1.1 classical analysis of the kolmogorov-smimov test6.1.2 peacock’s test6.2 analysis of the one-dimensional case6.2.1 preliminary localization6.2.2 an approximation by a discrete grid6.2.3 measure transformation6.2.4 the asymptotic distribution of the local field and theglobal term6.2.5 application of the localization theorem and integration6.2.6 checking the conditions of the localization theorem6.3 peacock’s test6.4 relations to scanning statistics……referencesindex

封面

书名:随机域中的极值统计学理论及应用

作者:亚基尔

页数:225

定价:¥59.0

出版社:高等教育出版社

出版日期:2013-09-01

ISBN:9787040378177

PDF电子书大小:111MB 高清扫描完整版