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Beschreibung
This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance. The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry,… probability theory, set-valued analysis, and statistical inference. It shows the various interdisciplinary relationships of random set theory within other parts of mathematics, and at the same time fixes terminology and notation that often vary in the literature, establishing it as a natural part of modern probability theory and providing a platform for future development. It is completely self-contained, systematic and exhaustive, with the full proofs that are necessary to gain insight. Aimed at research level, Theory of Random Sets will be an invaluable reference for probabilists; mathematicians working in convex and integral geometry, set-valued analysis, capacity and potential theory; mathematical statisticians in spatial statistics and uncertainty quantification; specialists in mathematical economics, econometrics, decision theory, and mathematical finance; and electronic and electrical engineers interested in image analysis. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
09.09.2018
Sprache
Englisch
EAN
9781447174073
Herausgeber
Springer London
Serien- oder Bandtitel
Probability Theory and Stochastic Modelling
Sonderedition
Nein
Autor
Ilya Molchanov
Seitenanzahl
678
Auflage
2
Einbandart
Broschiert
Schlagwörter
60D05, 26E25, 28B20, 52A22, 49J53, 54C65, 60B05, 60E07, 60F15, 60G55, 60G57, 62M30, random closed sets, selections of random sets, capacity functional, set-valued process, set-valued martingales, non-additive measures, partially identified models, partially identified econometric models, transaction costs in finance, selection expectation random sets, Minkowski sums, unions of random sets
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
PBUD - Spieltheorie
PHU - Mathematische Physik
THR - Elektrotechnik
KCA - Wirtschaftstheorie und -philosophie
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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