How Long to Read Stochastic Models with Power-Law Tails

How Long Does it Take to Read Stochastic Models with Power-Law Tails?

It takes the average reader 5 hours and 20 minutes to read Stochastic Models with Power-Law Tails by Dariusz Buraczewski

Assuming a reading speed of 250 words per minute. Learn more

Description

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation X=AX+B. A probabilistic study of the stochastic recurrence equation X_t=A_tX_{t-1}+B_t for real- and matrix-valued random variables A_t, where (A_t,B_t) constitute an iid sequence, is provided. The classical theory for these equations, including the existence and uniqueness of a stationary solution, the tail behavior with special emphasis on power law behavior, moments and support, is presented. The authors collect recent asymptotic results on extremes, point processes, partial sums (central limit theory with special emphasis on infinite variance stable limit theory), large deviations, in the univariate and multivariate cases, and they further touch on the related topics of smoothing transforms, regularly varying sequences and random iterative systems. The text gives an introduction to the Kesten-Goldie theory for stochastic recurrence equations of the type X_t=A_tX_{t-1}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, and gives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrence equations and shows relations with non-affine recursions and multivariate regular variation.

How long is Stochastic Models with Power-Law Tails?

Stochastic Models with Power-Law Tails by Dariusz Buraczewski is 320 pages long, and a total of 80,000 words.

This makes it 108% the length of the average book. It also has 98% more words than the average book.

How Long Does it Take to Read Stochastic Models with Power-Law Tails Aloud?

The average oral reading speed is 183 words per minute. This means it takes 7 hours and 17 minutes to read Stochastic Models with Power-Law Tails aloud.

What Reading Level is Stochastic Models with Power-Law Tails?

Stochastic Models with Power-Law Tails is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Stochastic Models with Power-Law Tails?

Stochastic Models with Power-Law Tails by Dariusz Buraczewski is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

To buy Stochastic Models with Power-Law Tails by Dariusz Buraczewski on Amazon click the button below.