TÜRK SANAT MÜZİĞİ - The Turkish art music, one of the greatest art musics in the world. Persians and Arabs both left deep traces in this music, which, despite its homophonic characteristic, inherits no harmony in the classical sense, has brought it to an impressive harmonious wealth and has, with the expansion of the Ottoman Empire in Southeastern Europe and especially the Balkans, heavily influenced the musical cultures of those countries (e.g. Bulgaria). Makamlar: The Musical Scales of Turkey contains more than 50 of the most common makamlar, including transpositions and modulations, even with references to Arabic music. With its systematic presentation, Thomas Mikosch's book is the first of its kind. In addition, the Turkish comma system as well as the history of the makamlar, which can be traced all the way from the Ottoman Empire through Arabia and Persia back to ancient Greece, is discussed in detail.

Makamlar: The Musical Scales of Turkey

Arts & Photography

Mikosch, Thomas

Music

lulu.com

An Oriental Approach to Jazz Improvisation; Employing Turkish Makam, Arabic Maqam & Northern Indian Raga Scales and Modes is a comprehensive study on setting Arabic, Turkish, and Northern Indian scales and modes into context and about blending and employing them in jazz improvisation. It contains about two dozens of the mentioned music cultures' scales and modes each as well as their transpositions. Scales and modes which any jazz musician interested in South-Western Asian or Northern Indian music should be familiar with. It also contains numerous scales and modes of other countries' folk music.

An Oriental Approach to Jazz Improvisation; Employing Turkish Makam, Arabic Maqam & Northern Indian Raga Scales and Modes

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA models with heavy-tailed noise and financial econometrics models such as the GARCH and stochastic volatility models. Rigorous descriptions of power-law tails are provided through the concept of regular variation. Several chapters are devoted to the exploration of regularly varying structures. The remaining chapters focus on the impact of heavy tails on time series, including the study of extremal cluster phenomena through point process techniques. A major part of the book investigates how extremal dependence alters the limit structure of sample means, maxima, order statistics, sample autocorrelations.&nbsp; This text illuminates the theory through hundreds of examples and as many graphs showcasing its applications to real-life financial and simulated data. The book can serve as a text for PhD and Master courses on applied probability, extreme value theory, and time series analysis. It is a unique reference source for the heavy-tail modeler. Its reference quality is enhanced by an exhaustive bibliography, annotated by notes and comments making the book broadly and easily accessible. &nbsp; &nbsp;

Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)

Science & Math

Wintenberger, Olivier

Mathematics

Springer

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.

Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)

Business & Money

Buraczewski, Dariusz

Damek, Ewa

Economics

In this monograph the authors give a systematic approach to the probabilistic properties of the fixed point equation&nbsp;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&nbsp;type X_t=A_tX_{{t-1}}+B_t. It provides the classical results of Kesten, Goldie, Guivarc'h, and others, and&nbsp;gives an overview of recent results on the topic. It presents the state-of-the-art results in the field of affine stochastic recurrence&nbsp;equations and shows relations with non-affine recursions and multivariate regular variation.

Makamlar: Die modalen Tonleitern der Türkei: Eine Einführung in das türkische Makam Tonsystem (German Edition)

Tredition Gmbh

"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33))

Embrechts, Paul

Klüppelberg, Claudia

This book offers a mathematical introduction to non-life insurance as well as to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, the total claim amount and their probabilistic properties.

Non-Life Insurance Mathematics: An Introduction with the Poisson Process (Universitext)

Finance

In insurance and finance applications, questions involving extremal events play an important role. This book sets out to bridge the gap between existing theory and practical applications both from a probabilistic as well as statistical point of view.

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33)

Elementary Stochastic Calculus with Finance in View

World Scientific Publishing Co Pte Ltd

See the best price to sell, buy, or rent books by Mikosch, Thomas. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Mikosch, Thomas

See the best price to sell, buy, or rent books by Mikosch, Thomas. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Makamlar: The Musical Scales of Turkey

An Oriental Approach to Jazz Improvisation; Employing Turkish Makam, Arabic Maqam & Northern Indian Raga Scales and Modes

Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)

Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)

Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)

Makamlar: Die modalen Tonleitern der Türkei: Eine Einführung in das türkische Makam Tonsystem (German Edition)

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability (33))

Non-Life Insurance Mathematics: An Introduction with the Poisson Process (Universitext)

Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability, 33)

Elementary Stochastic Calculus with Finance in View