Laws of Small Numbers: Extremes and Rare Events

Laws of Small Numbers: Extremes and Rare Events

by Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss
     
 

ISBN-10: 0817650717

ISBN-13: 9780817650711

Pub. Date: 07/28/1994

Publisher: Birkhauser Verlag

"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…  See more details below

Overview

"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 on about 130 additional pages." This book is accessible to graduate students and researchers with basic knowledge in probability theory and, partly, in point processes and Gaussian processes. The required statistical prerequisites are minimal.

Product Details

ISBN-13:
9780817650711
Publisher:
Birkhauser Verlag
Publication date:
07/28/1994
Series:
DMV Seminar Series
Pages:
296

Table of Contents

Pt. IThe IID case : functional laws of small numbers1
1Functional laws of small numbers3
2Extreme value theory23
3Estimation of conditional curves75
Pt. IIThe IID case : multivariate extremes105
4Basic theory of multivariate maxima107
5Multivariate extremes : the Pickands approach131
6The Pickands approach in the bivariate case161
7Multivariate extremes : supplementary concepts and results203
Pt. IIINon IID observations233
8Introduction to the non IID case235
9Extremes of random sequences249
10Extremes of gaussian processes273
11Extensions for rare events297
12Statistics of extremes329

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