Sidney I. Resnick's Books

Heavy-Tail Phenomena

Probabilistic and Statistical Modeling

By: Sidney I. Resnick

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Heavy-Tail Phenomena

Probabilistic and Statistical Modeling

By: Sidney I. Resnick

This comprehensive text gives an interesting and useful blend of the mathematical, probabilistic and statistical tools used in heavy-tail analysis. It is uniquely devoted to heavy-tails and emphasizes both probability modeling and statistical methods for fitting models. Prerequisites for the reader include a prior course in stochastic processes and probability, some statistical background, some familiarity with time series analysis, and ability to use a statistics package. This work will serve second-year graduate students and researchers in the areas of applied mathematics, statistics, operations research, electrical engineering, and economics.

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Page Count

412

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387242724

ISBN 13

9780387242729

Adventures in Stochastic Processes

By: Sidney I. Resnick

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Adventures in Stochastic Processes

By: Sidney I. Resnick

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.

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Page Count

640

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461203872

ISBN 13

9781461203872

Extreme Values, Regular Variation and Point Processes

By: Sidney I. Resnick

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Extreme Values, Regular Variation and Point Processes

By: Sidney I. Resnick

This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces.

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Page Count

334

Publisher

Springer

Published Date

ISBN 10

0387759530

ISBN 13

9780387759531

A Probability Path

By: Sidney I. Resnick

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A Probability Path

By: Sidney I. Resnick

Many probability books are written by mathematicians and have the built-in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance and engineering. A one-semester course is laid out in an efficient and readable manner covering the core material. The first three chapters provide a functioning knowledge of measure theory. Chapter 4 discusses independence, with expectation and integration covered in Chapter 5, followed by topics on different modes of convergence, laws of large numbers with applications to statistics (quantile and distribution function estimation) and applied probability. Two subsequent chapters offer a careful treatment of convergence in distribution and the central limit theorem. The final chapter treats conditional expectation and martingales, closing with a discussion of two fundamental theorems of mathematical finance. Like Adventures in Stochastic Processes, Resnick’s related and very successful textbook, A Probability Path is rich in appropriate examples, illustrations and problems and is suitable for classroom use or self-study. The present uncorrected, softcover reprint is designed to make this classic textbook available to a wider audience. This book is different from the classical textbooks on probability theory in that it treats the measure theoretic background not as a prerequisite but as an integral part of probability theory. The result is that the reader gets a thorough and well-structured framework needed to understand the deeper concepts of current day advanced probability as it is used in statistics, engineering, biology and finance.... The pace of the book is quick and disciplined. Yet there are ample examples sprinkled over the entire book and each chapter finishes with a wealthy section of inspiring problems. —Publications of the International Statistical Institute This textbook offers material for a one-semester course in probability, addressed to students whose primary focus is not necessarily mathematics.... Each chapter is completed by an exercises section. Carefully selected examples enlighten the reader in many situations. The book is an excellent introduction to probability and its applications. —Revue Roumaine de Mathématiques Pures et Appliquées

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Page Count

464

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0817684093

ISBN 13

9780817684099

A Probability Path

By: Sidney Resnick

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A Probability Path

By: Sidney Resnick

Many probability books are written by mathematicians and have the built in bias that the reader is assumed to be a mathematician coming to the material for its beauty. This textbook is geared towards beginning graduate students from a variety of disciplines whose primary focus is not necessarily mathematics for its own sake. Instead, A Probability Path is designed for those requiring a deep understanding of advanced probability for their research in statistics, applied probability, biology, operations research, mathematical finance, and engineering.

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Page Count

460

Publisher

Springer

Published Date

ISBN 10

1461218187

ISBN 13

9781461218180

Book's by Sidney I. Resnick

Heavy-Tail Phenomena

Heavy-Tail Phenomena

Adventures in Stochastic Processes

Adventures in Stochastic Processes

Extreme Values, Regular Variation and Point Processes

Extreme Values, Regular Variation and Point Processes

A Probability Path

A Probability Path

A Probability Path

A Probability Path

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