The Methods of Distances in the Theory of Probability and Statistics
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 p…
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Produktdetails
Weitere Autoren: Klebanov, Lev / Rachev, Svetlozar T. / Stoyanov, Stoyan V.
- ISBN: 978-1-4614-4868-6
- EAN: 9781461448686
- Produktnummer: 13262189
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2013
- Seitenangabe: 636 S.
- Masse: H24.1 cm x B16.2 cm x D4.0 cm 1'078 g
- Auflage: 2013
- Abbildungen: HC runder Rücken kaschiert
- Gewicht: 1078
Über den Autor
Svetlozar T. Rachev is a Professorin Department of Applied Mathematics and Statistics, SUNY-Stony Brook. Lev B. Klebanov is a Professor in the Department of Probability and Mathematical Statistics, MFF, Charles University, Prague, Czech Republic. Stoyan V. Stoyanov is a Professor of Finance, EDHEC Business School, Head of Research, EDHEC-Risk Institute. Frank J. Fabozzi is a Professor of Finance, EDHEC Business School
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