Extreme Values, Regular Variation and Point Processes

by Sidney I. Resnick

Book Overview

This book presents a readable, efficient account of 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 presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records. It emphasizes the core primacy of three topics necessary for understanding...

• Format: Paperback
• Language: English
• ISBN: 0387759522
• ISBN13: 9780387759524
• Release Date: November 2007
• Publisher: Springer
• Length: 320 Pages
• Weight: 1.12 lbs.
• Dimensions: 0.6" x 6.4" x 9.3"