Laws of Small Numbers: Extremes and Rare Events

• Κύριοι συγγραφείς: Falk, Michael (Συγγραφέας), Hüsler, Jürg (Συγγραφέας), Reiss, Rolf-Dieter (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Basel : Springer Basel, 2011.
• Θέματα: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.

Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying...

Πίνακας περιεχομένων:

• Preface to the Third Edition
• Preface to the Second Edition
• Preface to the First Edition
• Part I. The IID Case: Functional Laws Of Small Numbers
• 1 Functional Laws of Small Numbers
• 2 Extreme Value Theory
• 3 Estimation of Conditional Curves
• Part II. The IID Case: Multivariate Extremes
• 4 Basic Theory of Multivariate Maxima
• 5 Multivariate Generalized Pareto Distributions
• 6 The Pickands Approach in the Bivariate Case
• 7 Multivariate Extremes: Supplementary Concepts and Results
• Part III. Non-IID Observations
• 8 Introduction to the Non-IID Case
• 9 Extremes of Random Sequences
• 10 Extremes of Gaussian Processes
• 11 Extensions for Rare Events
• 12 Statistics of Extremes
• Author Index
• Subject Index
• Bibliography.