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...
Guardat en:
| Autors principals: | , , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Basel :
Springer Basel
[20..].
Cham : Springer Nature |
| Edició: | 3rd ed. 2011. |
| Matèries: | |
| Accés en línia: | 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 |
Taula de continguts:
- 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.