Limit Theorems for Unions of Random Closed Sets

Limit Theorems for Unions of Random Closed Sets
Author :
Publisher : Springer
Total Pages : 162
Release :
ISBN-10 : 9783540481119
ISBN-13 : 3540481117
Rating : 4/5 (117 Downloads)

Book Synopsis Limit Theorems for Unions of Random Closed Sets by : Ilya S. Molchanov

Download or read book Limit Theorems for Unions of Random Closed Sets written by Ilya S. Molchanov and published by Springer. This book was released on 2006-11-15 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book concerns limit theorems and laws of large numbers for scaled unionsof independent identically distributed random sets. These results generalizewell-known facts from the theory of extreme values. Limiting distributions (called union-stable) are characterized and found explicitly for many examples of random closed sets. The speed of convergence in the limit theorems for unions is estimated by means of the probability metrics method.It includes the evaluation of distances between distributions of random sets constructed similarly to the well-known distances between distributions of random variables. The techniques include regularly varying functions, topological properties of the space of closed sets, Choquet capacities, convex analysis and multivalued functions. Moreover, the concept of regular variation is elaborated for multivalued (set-valued) functions. Applications of the limit theorems to simulation of random sets, statistical tests, polygonal approximations of compacts, limit theorems for pointwise maxima of random functions are considered. Several open problems are mentioned. Addressed primarily to researchers in the theory of random sets, stochastic geometry and extreme value theory, the book will also be of interest to applied mathematicians working on applications of extremal processes and their spatial counterparts. The book is self-contained, and no familiarity with the theory of random sets is assumed.


Limit Theorems for Unions of Random Closed Sets Related Books

Limit Theorems for Unions of Random Closed Sets
Language: en
Pages: 162
Authors: Ilya S. Molchanov
Categories: Mathematics
Type: BOOK - Published: 2006-11-15 - Publisher: Springer

DOWNLOAD EBOOK

The book concerns limit theorems and laws of large numbers for scaled unionsof independent identically distributed random sets. These results generalizewell-kno
Theory of Random Sets
Language: en
Pages: 688
Authors: Ilya Molchanov
Categories: Mathematics
Type: BOOK - Published: 2017-12-14 - Publisher: Springer

DOWNLOAD EBOOK

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments
Space, Structure and Randomness
Language: en
Pages: 402
Authors: Michel Bilodeau
Categories: Mathematics
Type: BOOK - Published: 2007-12-23 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Space, structure, and randomness: these are the three key concepts underlying Georges Matheron’s scientific work. He first encountered them at the beginning o
Stochastic Geometry, Spatial Statistics and Random Fields
Language: en
Pages: 470
Authors: Evgeny Spodarev
Categories: Mathematics
Type: BOOK - Published: 2013-02-11 - Publisher: Springer

DOWNLOAD EBOOK

This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic m
Stochastic Geometry
Language: en
Pages: 419
Authors: Wilfrid S. Kendall
Categories: Mathematics
Type: BOOK - Published: 2019-06-10 - Publisher: Routledge

DOWNLOAD EBOOK

Stochastic geometry involves the study of random geometric structures, and blends geometric, probabilistic, and statistical methods to provide powerful techniqu