Laws of Small Numbers: Extremes and Rare Events

Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss (Autoren)

Buch | Softcover

XIII, 376 Seiten

2004 | 2., nd ed.
Birkhäuser Verlag
978-3-7643-2416-2 (ISBN)

Infos

Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. Laws of Small Numbers gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

Inhalt

Functional Laws of Small Numbers.- ExtremeValueTheory.- Estimation of Conditional Curves.- Basic Theory of Multivariate Maxima.- Multivariate Extremes: The Pickands Approach.- The Pickands Approach in the Bivariate Case.- Multivariate Extremes: Supplementary Concepts and Results.- Introduction to the Non IID Case.- Extremes of Random Sequences.- Extremes of Gaussian Processes.- Extensions for Rare Events.- Statistics of Extremes.

Produkt-Details

• Reihe/Serie: DMV Seminar
• Sprache: englisch
• Gewicht: 764 g
• Einbandart: Paperback
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: Extremwertstatistik • Probability Theory • Statistics
• ISBN-10: 3-7643-2416-3 / 3764324163
• ISBN-13: 978-3-7643-2416-2 / 9783764324162
• Zustand: Neuware