Extreme Values, Regular Variation and Point Processes by Sidney I. ResnickExtreme Values, Regular Variation and Point Processes by Sidney I. Resnick

Extreme Values, Regular Variation and Point Processes

bySidney I. Resnick

Paperback | November 26, 2007

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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.
Title:Extreme Values, Regular Variation and Point ProcessesFormat:PaperbackDimensions:334 pages, 9.25 × 6.1 × 0.01 inPublished:November 26, 2007Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0387759522

ISBN - 13:9780387759524

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Table of Contents

Preface.- Preliminaries.- Domains of Attraction and Norming Constants.- Quality of Convergence.- Point Processes.- Records and Extremal Processes.- Multivariate Extremes.- References.- Index.

Editorial Reviews

"This book is written in a very lucid way. The style is sober, the mathematics tone is pleasantly conversational, convincing and enthusiastic. A beautiful book!"---Bulletin of the Dutch Mathematical Society"This monograph is written in a very attractive style. It contains a lot of complementary exercises and practically all important bibliographical reference."---Revue Roumaine de Mathématiques Pures et AppliquéesFrom the reviews:"This book provides an in-depth treatment of the theory of extreme values. . written at a level suited for researchers and advanced graduate students in areas such as probability statistics, and operations research. . clearly written and provides a solid and well-organised account of the theory. . In summary, those interested in the theory will find the book most interesting. . an excellent and clear book to read. It is a classic text . ." (J. Shortle, Journal of the Operational Research Society, Vol. 61, 2010)