Extreme Values, Regular Variation and Point Processes

Paperback Engels 2007 1987e druk 9780387759524
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Samenvatting

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.

Specificaties

ISBN13:9780387759524
Taal:Engels
Bindwijze:paperback
Aantal pagina's:320
Uitgever:Springer New York
Druk:1987

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Inhoudsopgave

0 Preliminaries.- 1 Domains of Attraction and Norming Constants.- 2 Quality of Convergence.- 3 Point Processes.- 4 Records and Extremal Processes.- 5 Multivariate Extremes.- References.

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        Extreme Values, Regular Variation and Point Processes