Extremes and Related Properties of Random Sequences and Processes

Leadbetter M R et al

ISBN 10: 0387907319 / ISBN 13: 9780387907314

Verlag: Springer, New York, 1983

Beschreibung

From an academic library with the usual stamps etc. A working copy which is somewhat worn to corners and gutters.

Bestandsnummer des Verkäufers OX4011

Bibliografische Details

• Titel: Extremes and Related Properties of Random Sequences and Processes
• Verlag: Springer, New York
• Erscheinungsjahr: 1983
• Sprache: Englisch
• ISBN-10: 0387907319
• ISBN-13: 9780387907314
• Einband: Hard Cover
• Auflage: First Edition.
• Zustand: Fair
• Zustand des Schutzumschlags: No Jacket

Über diesen Titel

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.