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Extremes and Related Properties of Random Sequences and Processes
Leadbetter, M.R.; Lindgren, G.; Rootzen, Holger
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Description for Extremes and Related Properties of Random Sequences and Processes
paperback. Series: Springer Series in Statistics. Num Pages: 348 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 18. Weight in Grams: 533.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer United States
Number of pages
348
Condition
New
Series
Springer Series in Statistics
Number of Pages
336
Place of Publication
New York, NY, United States
ISBN
9781461254515
SKU
V9781461254515
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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