Books by "Michael D. Max"
4 books found
Laws of Small Numbers: Extremes and Rare Events
by Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss
2013 · Birkhäuser
Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.
Statistical Methods for Stochastic Differential Equations
by Mathieu Kessler, Alexander Lindner, Michael Sorensen
2012 · CRC Press
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th
Mathematics for Physics features both print and online support, with many in-text exercises and end-of-chapter problems, and web-based computer programs, to both stimulate learning and build understanding.
Nonlinear Oligopolies
by Gian Italo Bischi, Carl Chiarella, Michael Kopel, Ferenc Szidarovszky
2009 · Springer Science & Business Media
This book presents the latest trends, methods and results in nonlinear dynamics with a special focus on oligopolies. It contains a number of technical appendices that summarize techniques of global dynamics not easily accessible elsewhere.