عنوان

Extremes in random fields :

(Number (ISBN

1118720601 (oBook)

(Number (ISBN

111872061X (electronic bk.)

(Number (ISBN

9781118720608 (oBook)

(Number (ISBN

9781118720615 (electronic bk.)

Erroneous ISBN

1118720628

Erroneous ISBN

1118720636

Erroneous ISBN

9781118620205 (hardback)

Erroneous ISBN

9781118620205 (print)

Erroneous ISBN

9781118720622

Erroneous ISBN

9781118720639

Number

dltt

Title Proper

Extremes in random fields :

General Material Designation

[Book]

Other Title Information

a theory and its applications /

First Statement of Responsibility

Benjamin Yakir

Edition Statement

First edition

Edition Statement

First edition

Specific Material Designation and Extent of Item

1 online resource (xv, 236 pages) :

Other Physical Details

illustrations.

Series Title

Wiley series in probability and statistics

Text of Note

Edition statement from running title area

Text of Note

Machine generated contents note: Preface I Theory 1 Introduction 1.1 Distribution of extremes in random fields 1.2 Outline of the method 1.3 Gaussian and asymptotically Gaussian random fields 1.4 Applications 2 Basic Examples 2.1 Introduction 2.2 A power-one sequential test 2.3 A kernel-based scanning statistic 2.4 Other methods 3 Approximation of the Local Rate 3.1 Introduction 3.2 Preliminary localization and approximation 3.2.1 Localization 3.2.2 A discrete approximation 3.3 Measure transformation 3.4 Application of the localization theorem 3.5 Integration 4 From the Local to the Global 4.1 Introduction 4.2 Poisson approximation of probabilities 4.3 Average run length to false alarm 5 The Localization Theorem 5.1 Introduction 5.2 A simplifies version of the localization theorem 5.3 The Localization Theorem 5.4 A local limit theorem 5.5 Edge effects II Applications 6 Kolmogorov-Smirnov and Peacock 6.1 Introduction 6.2 Analysis of the one-dimensional case 6.3 Peacock's test 6.4 Relations to scanning statistics 7 Copy Number Variations 7.1 Introduction 7.2 The statistical model 7.3 Analysis of statistical properties 7.4 The False Discovery Rate (FDR) 8 Sequential Monitoring of an Image 8.1 Introduction 8.2 The statistical model 8.3 Analysis of statistical properties 8.4 Optimal change-point detection 9 Buffer Overflow 9.1 Introduction 9.2 The statistical model 9.3 Analysis of statistical properties 9.4 Long-range dependence and self-similarity 10 Computing Pickands' Constants 10.1 Introduction 10.2 Representations of constants 10.3 Analysis of statistical error 10.4 Local fluctuations Appendix A Mathematical Background A.1 Transforms A.2 Approximations of sum of independent random elements A.3 Concentration inequalities A.4 Random walks A.5 Renewal theory A.6 The Gaussian distribution A.7 Large sample inference A.8 Integration A.9 Poisson approximation A.10 Convexity References Index

Text of Note

Includes bibliographical references (pages 221-222) and index

Text of Note

"Reading chapters of the book can be used as a primer for a student who is then required to analyze a new problem that was not digested for him/her in the book"--

Title

Extremes in random fields.

International Standard Book Number

9781118620205

Random fields.

MAT-- 003000

MAT-- 029000

Number

Edition

Class number

Yakir, Benjamin

Ohio Library and Information Network.

Wiley Online Library (Online service)

Date of Transaction

20131016151232.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y