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The Methods of Distances in the Theory of Probability and Statistics (Record no. 23145)

000 -LEADER
fixed length control field 04884nam a22004695i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310151449.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130107s2013 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781461448693
978-1-4614-4869-3
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
Classification number QA274-274.9
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
264 #1 -
-- New York, NY :
-- Springer New York :
-- Imprint: Springer,
-- 2013.
912 ## -
-- ZDB-2-SMA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Rachev, Svetlozar T.
Relator term author.
245 14 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title The Methods of Distances in the Theory of Probability and Statistics
Medium [electronic resource] /
Statement of responsibility, etc by Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov, Frank Fabozzi.
300 ## - PHYSICAL DESCRIPTION
Extent XVI, 619 p. 17 illus.
Other physical details online resource.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Main directions in the theory of probability metrics -- Probability distances and probability metrics: Definitions -- Primary, simple and compound probability distances, and minimal and maximal distances and norms -- A structural classification of probability distances.-Monge-Kantorovich mass transference problem, minimal distances and minimal norms -- Quantitative relationships between minimal distances and minimal norms -- K-Minimal metrics -- Relations between minimal and maximal distances -- Moment problems related to the theory of probability metrics: Relations between compound and primary distances -- Moment distances -- Uniformity in weak and vague convergence -- Glivenko-Cantelli theorem and Bernstein-Kantorovich invariance principle -- Stability of queueing systems.-Optimal quality usage -- Ideal metrics with respect to summation scheme for i.i.d. random variables -- Ideal metrics and rate of convergence in the CLT for random motions -- Applications of ideal metrics for sums of i.i.d. random variables to the problems of stability and approximation in risk theory -- How close are the individual and collective models in risk theory?- Ideal metric with respect to maxima scheme of i.i.d. random elements -- Ideal metrics and stability of characterizations of probability distributions -- Positive and negative de nite kernels and their properties -- Negative definite kernels and metrics: Recovering measures from potential -- Statistical estimates obtained by the minimal distances method -- Some statistical tests based on N-distances -- Distances defined by zonoids -- N-distance tests of uniformity on the hypersphere.-.
520 ## - SUMMARY, ETC.
Summary, etc This book covers the method of metric distances and its application in probability theory and other fields. The method is fundamental in the study of limit theorems and generally in assessing the quality of approximations to a given probabilistic model. The method of metric distances is developed to study stability problems and reduces to  the selection of an ideal or the most appropriate metric for the problem under consideration and a comparison of probability metrics. After describing the basic structure of probability metrics and providing an analysis of the topologies in the space of probability measures generated by different types of probability metrics, the authors study stability problems by providing a characterization of the ideal metrics for a given problem and investigating the main relationships between different types of probability metrics. The presentation is provided in a general form, although specific cases are considered as they arise in the process of finding supplementary bounds or in applications to important special cases.       Svetlozar T.  Rachev is the Frey Family Foundation Chair of Quantitative Finance, Department of Applied Mathematics and Statistics, SUNY-Stony Brook  and Chief Scientist of Finanlytica, USA. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor at EDHEC Business School and Head of Research, EDHEC-Risk Institute—Asia (Singapore).  Frank J. Fabozzi is a Professor at EDHEC Business School. (USA)  
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Distribution (Probability theory).
Topical term or geographic name as entry element Mathematical statistics.
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
Topical term or geographic name as entry element Statistical Theory and Methods.
Topical term or geographic name as entry element Approximations and Expansions.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Klebanov, Lev B.
Relator term author.
Personal name Stoyanov, Stoyan V.
Relator term author.
Personal name Fabozzi, Frank.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781461448686
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4614-4869-3
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-09AUM Main Library2014-04-09 2014-04-09 E-Book   AUM Main Library519.2
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