Extremes and Related Properties of Random Sequences and Processes (Springer Series in Statistics)

H. Rootzen M. R. Leadbetter,G. Lindgren

ISBN 10: 0387907319 / ISBN 13: 9780387907314

Editore: Springer, 1983

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Dati bibliografici

• Titolo: Extremes and Related Properties of Random Sequences and Processes (Springer Series in Statistics)
• Editore: Springer
• Data di pubblicazione: 1983
• Lingua: Inglese
• ISBN 10: 0387907319
• ISBN 13: 9780387907314
• Rilegatura: Hardcover
• Condizione: new

Descrizione articolo

Riassunto

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.

Product Description

Book by Leadbetter M R Lindgren G Rootzen H