Extremes and Related Properties of Random Sequences and Processes: Springer Series in Statistics - Hardcover

Leadbetter, M. R.; Lindgren, Georg; Rootzen, Holger

Hardcover

ISBN 10: 0387907319 ISBN 13: 9780387907314

Verlag: Springer Verlag, 1983

Inhaltsangabe

Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.

Details zur Ausgabe

• Verlag: Springer Verlag
• Erscheinungsdatum: 1983
• Sprache: Englisch
• ISBN 10: 0387907319
• ISBN 13: 9780387907314
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 348
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland