Theory of Random Sets / Probability Theory and Stochastic Modelling Bd.87 (PDF)

Name: Theory of Random Sets / Probability Theory and Stochastic Modelling Bd.87
Brand: Springer-Verlag GmbH
SKU: 95666435
Price: 181.89 EUR
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(Sprache: Englisch)

Autor: Ilya Molchanov

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Theory of Random Sets / Probability Theory and Stochastic Modelling Bd.87, Ilya Molchanov

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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...

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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.

Autoren-Porträt von Ilya Molchanov

Ilya Molchanov is Professor of Probability Theory at the Department of Mathematical Statistics and Actuarial Science at the University of Bern, Switzerland.

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Bibliographische Angaben

Autor: Ilya Molchanov
2017, 2nd ed. 2017, 678 Seiten, Englisch
Verlag: Springer-Verlag GmbH
ISBN-10: 144717349X
ISBN-13: 9781447173496
Erscheinungsdatum: 14.12.2017

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“A strong feature of the first edition that is further strengthened in the second one is the ‘Notes’ concluding each chapter. These remarks and discussions not only provide a comprehensive literature review on the historical origins of the material covered in each section, but also point to a variety of recent research papers, where those concepts are applied.” (Christian Hirsch, Mathematical Reviews, August, 2018)

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