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Extremes in Nature: An Approach Using Copulas: Water Science and Technology Library, cartea 56

Autor Gianfausto Salvadori, Carlo De Michele, Nathabandu T. Kottegoda, Renzo Rosso
en Limba Engleză Paperback – 23 noi 2014
This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics.
Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced.
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Specificații

ISBN-13: 9789401782753
ISBN-10: 940178275X
Pagini: 312
Ilustrații: XIV, 292 p.
Dimensiuni: 155 x 235 x 16 mm
Greutate: 0.44 kg
Ediția:2007
Editura: SPRINGER NETHERLANDS
Colecția Springer
Seria Water Science and Technology Library

Locul publicării:Dordrecht, Netherlands

Public țintă

Research

Descriere

The most powerful earthquake in 40 years occurred on 26th December 2004 off the west coast of Sumatra, Indonesia. The tsunami it generated turned into one of the worst known natural disasters when walls of water crashed across the Indian Ocean, causing waves to reach Somalia in Africa. The death toll, mainly in Indonesia and Sri Lanka, exceeded 200,000. Nine months later, hurricane Katrina devastated the southern coast of USA along the Gulf coast. Winds reached 281 kilometers per hour and the storm surge of over nine meters was the highest recorded in the United States. It brought destruction to New Orleans when portions of the 563 kilometers of levees surrounding the city were suddenly breached. Nearly 1700 people died and damages are currently estimated at $100 billion, the costliest natural disaster in the United States. Within days hurricane Rita, another maximum category hurricane, struck the same coastal region damaging Texas and other states, followed soon aft- wards by hurricane Wilma. Then on October 8th 2005 an earthquake in Kashmir, part of northern Pakistan and India, killed 75,000 inhabitants when innumerable buildings collapsed. Simultaneously, hurricane Stan led to costly landslides and more than 2000 deaths in Central America. To highlight the major catastrophes of nature during the previous decade, Cyclone Gorky and its storm surge caused 139,000 deaths in coastal Bangladesh during 1991.

Cuprins

1 UNIVARIATE EXTREME VALUE THEORY1.1 Order Statistics1.2 Extreme value theory1.3 Hazard, return period, and risk1.4 Natural Hazards 2 MULTIVARIATE EXTREME VALUE THEORY2.1 Multivariate Extreme Value Distributions2.2 Characterizations of the domain of attraction 2.3 Multivariate dependence 2.4 Multivariate return periods 3 BIVARIATE ANALYSIS VIA COPULAS3.1 2-Copulas3.2 Archimedean copulas3.3 Return periods via copulas3.4 Tail dependence 4 MULTIVARIATE ANALYSIS VIA COPULAS4.1 Multivariate copulas4.2 Archimedean copulas4.3 Conditional mixtures 5 EXTREME VALUE ANALYSIS VIA COPULAS5.1 Extreme Value copulas5.2 Dependence function5.3 Tail dependence A SIMULATION OF COPULASA.1 The 2-dimensional caseA.2 The general case B DEPENDENCEB.1 Bivariate concepts of dependenceB.2 Measures of association C FAMILIES OF COPULASC.1 The Frank familyC.2 The Gumbel-Hougaard familyC.3 The Clayton familyC.4 The Ali-Mikhail-Haq (AMH) familyC.5 The Joe familyC.6 The Farlie-Gumbel-Morgenstern (FGM) familyC.7 The Plackett familyC.8 The Raftery familyC.9 The Galambos familyC.10 The Hüsler-Reiss familyC.11 The Elliptical familyC.12 The Fréchet familyC.13 The Marshall-Olkin familyC.14 The Archimax familyC.15 Construction methods for copulas REFERENCES INDEX GLOSSARY

Recenzii

From the reviews:
"This monograph deals with both theoretical and practical aspects of the mathematical theory of extremes. ... The book surely will be interesting and useful to researchers and practitioners in the areas of geophysics and environmental sciences and engineering. It can be also useful to any one interested in having a rigorous summary of the main results and modern developments of the theory of extreme events in the context of physical applications." (Jaume Masoliver, Journal of Statistical Physics, Vol. 134, 2009)

Textul de pe ultima copertă

The study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies, that often cause severe economic losses worldwide. This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature.
Most importantly, this is the first text in which Copulas are introduced and used in Geophysics.
Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced. Practicioners in all research areas of Geosciences and extreme events (including Finance and Insurance, closely related to natural disasters) will definitely benefit from the new Copula-approach outlined in the book.
 
Audience
This volume will be of interest to researchers and practitioners in the fields of civil and environmental engineering, geophysics, geosciences, geography and environmental science. Also scientists and undergraduate up to post graduate level students in water resources and hydrology will find valuable information in this book.

Caracteristici

Topics treated are diverse and of wide practical significance
Clear exposition of theoretical background
Application of copulas
Nonstationary, bivariate and multivariate methods
Treatment of natural disasters