Extreme Values, Regular Variation and Point Processes
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It p...
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| Format: | eBook |
| Language: | English |
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New York, NY
Springer New York
1987, 1987
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| Edition: | 1st ed. 1987 |
| Series: | Springer Series in Operations Research and Financial Engineering
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| Subjects: | |
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| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 0 Preliminaries
- 1 Domains of Attraction and Norming Constants
- 2 Quality of Convergence
- 3 Point Processes
- 4 Records and Extremal Processes
- 5 Multivariate Extremes
- References