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  • eBook:Extreme Values, Regular Variation and Point Processes

    Extreme Values, Regular Variation and Point Processes

    Sidney I. Resnick
    978-0-387-75953-1
    1987
    Edition 1
    • presents a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena
    • presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records
    • 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
    • requires an introductory measure-theoretic course in probability as a prerequisite
    • includes self-contained chapters and an extensive list of exercises in each section that offer alternate approaches, test mastery
    • aims to inspire students and researchers in probability, statistics, financial engineering, mathematics, operations research, civil engineering and economics

    €220

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