Laws Of Small Numbers: Extremes And Rare Events: v. 23 - Brossura

Falk, Michael; Husler, Jurg; Reiss, Rolf-Dieter

 
9783764324162: Laws Of Small Numbers: Extremes And Rare Events: v. 23
Brossura
ISBN 10: 3764324163 ISBN 13: 9783764324162
Casa editrice: Birkhauser, 2008

Sinossi

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 various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Descrizione del libro

2nd edition

Contenuti

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Birkhauser
Data di pubblicazione
2008
Lingua
Inglese
ISBN 10 
3764324163
ISBN 13 
9783764324162
Rilegatura
Copertina flessibile
Numero edizione
2
Numero di pagine
376
Contatto del produttore
Springer-Verlag GmbH
customerservice@springernature.com

Tiergartenstraße 17
Heidelberg
Baden-Württemberg
69121
Germania

Altre edizioni note dello stesso titolo

9783034800082: Laws of Small Numbers: Extremes and Rare Events: Extremes and Rare Events

Edizione in evidenza

ISBN 10:  3034800088 ISBN 13:  9783034800082
Casa editrice: Birkhäuser, 2010
Brossura