Extremes and Related Properties of Random Sequences and Processes (inbunden)

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Format: Häftad (Paperback / softback)
Språk: Engelska
Serie: Springer Series in Statistics
Antal sidor: 336
Utgivningsdatum: 2011-11-10
Förlag: Springer-Verlag New York Inc.
Dimensioner: 234 x 156 x 19 mm
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ISBN: 9781461254515

Extremes and Related Properties of Random Sequences and Processes

Name: Extremes and Related Properties of Random Sequences and Processes
Price: 1852.00 SEK
Availability: InStock
Author: M R Leadbetter, G Lindgren, H Rootzen
ISBN: 9781461254515

av M R Leadbetter, G Lindgren, H Rootzen

Häftad, Engelska, 2011-11-10

1852

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2217

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.