Extreme Values, Regular Variation and Point Processes
Format:Paperback
Publisher:Springer-Verlag New York Inc.
Published:26th Nov '07
Currently unavailable, and unfortunately no date known when it will be back
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This book examines 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.
This book examines 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 emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces.
"This book is written in a very lucid way. The style is sober, the mathematics tone is pleasantly conversational, convincing and enthusiastic. A beautiful book!"
---Bulletin of the Dutch Mathematical Society
"This monograph is written in a very attractive style. It contains a lot of complementary exercises and practically all important bibliographical reference."
---Revue Roumaine de Mathématiques Pures et Appliquées
From the reviews:
“This book provides an in-depth treatment of the theory of extreme values. … written at a level suited for researchers and advanced graduate students in areas such as probability statistics, and operations research. … clearly written and provides a solid and well-organised account of the theory. … In summary, those interested in the theory will find the book most interesting. … an excellent and clear book to read. It is a classic text … .” (J. Shortle, Journal of the Operational Research Society, Vol. 61, 2010)
ISBN: 9780387759524
Dimensions: unknown
Weight: 1040g
320 pages
1st ed. 1987. 2nd printing 2007