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Limit theorems for unions of random closed sets

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 exa...

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Autor principal: Molchanov, Ilya S
Lenguaje:eng
Publicado: Springer 1993
Materias:
Acceso en línea:https://dx.doi.org/10.1007/BFb0073527
http://cds.cern.ch/record/1691573
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author Molchanov, Ilya S
author_facet Molchanov, Ilya S
author_sort Molchanov, Ilya S
collection CERN
description 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.
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spelling cern-16915732021-04-21T21:08:50Zdoi:10.1007/BFb0073527http://cds.cern.ch/record/1691573engMolchanov, Ilya SLimit theorems for unions of random closed setsMathematical Physics and MathematicsThe 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.Springeroai:cds.cern.ch:16915731993
spellingShingle Mathematical Physics and Mathematics
Molchanov, Ilya S
Limit theorems for unions of random closed sets
title Limit theorems for unions of random closed sets
title_full Limit theorems for unions of random closed sets
title_fullStr Limit theorems for unions of random closed sets
title_full_unstemmed Limit theorems for unions of random closed sets
title_short Limit theorems for unions of random closed sets
title_sort limit theorems for unions of random closed sets
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/BFb0073527
http://cds.cern.ch/record/1691573
work_keys_str_mv AT molchanovilyas limittheoremsforunionsofrandomclosedsets