Laws of small numbers : extremes and rare events
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...
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| Auteurs principaux: | , , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Basel :
Springer Basel
[20..].
Cham : Springer Nature |
| Edição: | 3rd ed. 2011. |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 26 février 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Laws of small numbers, extremes and rare events, Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss, 3rd, revised and extended edition, Basel, Birkhäuser, Springer Basel, 2011, 1 vol. (XV-509 p.), 978-3-0348-0008-2 |
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| 020 | |a 9783034800099 | ||
| 020 | |a 9783034800099 | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 084 | |a 60-02. 2010 | ||
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| 100 | 1 | |a Falk, Michael, |d 1954- | |
| 245 | 1 | 0 | |a Laws of small numbers : |b extremes and rare events |c by Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss. |
| 250 | |a 3rd ed. 2011. | ||
| 260 | |a Basel : |b Springer Basel. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 500 | |a Description d'après consultation du 26 février 2013 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. Index | ||
| 505 | 1 | |a Preface to the Third Edition Preface to the Second Edition Preface to the First Edition Part I. The IID Case: Functional Laws Of Small Numbers 1 Functional Laws of Small Numbers 2 Extreme Value Theory 3 Estimation of Conditional Curves Part II. The IID Case: Multivariate Extremes 4 Basic Theory of Multivariate Maxima 5 Multivariate Generalized Pareto Distributions 6 The Pickands Approach in the Bivariate Case 7 Multivariate Extremes: Supplementary Concepts and Results Part III. Non-IID Observations 8 Introduction to the Non-IID Case 9 Extremes of Random Sequences 10 Extremes of Gaussian Processes 11 Extensions for Rare Events 12 Statistics of Extremes Author Index Subject Index Bibliography. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. In this third edition, the dramatic change of focus of extreme value theory has been taken into account: from concentrating on maxima of observations it has shifted to large observations, defined as exceedances over high thresholds. One emphasis of the present third edition lies on multivariate generalized Pareto distributions, their representations, properties such as their peaks-over-threshold stability, simulation, testing and estimation. Reviews of the 2nd edition: "In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field." David Stirzaker, Bulletin of the London Mathematical Society "Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook." Holger Drees, Metrika. | ||
| 650 | |a Théorie des valeurs extrêmes | ||
| 650 | |a Processus de poisson | ||
| 700 | 1 | |a Hüsler, Jürg. |4 aut | |
| 700 | 1 | |a Reiss, Rolf-Dieter. |4 aut | |
| 760 | 0 | |t Mathematics and Statistics | |
| 776 | 0 | |0 148950000 |t Laws of small numbers |o extremes and rare events |f Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss |e 3rd, revised and extended edition |c Basel |n Birkhäuser |n Springer Basel |d 2011 |p 1 vol. (XV-509 p.) |z 978-3-0348-0008-2 | |
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| 856 | 4 | |5 452349901:75062633X |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-0348-0009-9 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:753983559 |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-0348-0009-9 |z Accès INSA CVL | |
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