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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Bibliographic Details
Main Author:	Falk, Michael, 1954-
Corporate Author:	SpringerLink (Online service)
Other Authors:	Hüsler, J. (Jürg), Reiss, R.-D. (Rolf-Dieter)
Format:	eBook
Language:	English
Published:	Basel ; Boston : Birkhauser Verlag, [2004]
Edition:	2nd, revised and extended edition.
Subjects:	Extreme value theory. Poisson processes. Valeurs extrêmes, Théorie des. Poisson, Processus de. Formule van Poisson. Extreme waarden. Gesetz der kleinen Zahlen. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Functional laws of small numbers
Extreme value theory
Estimation of conditional curves
Basic theory of multivariate maxima
Multivariate extremes : the Pickands approach
The Pickands approach in the bivariate case
Multivariate extremes : supplementary concepts and results
Introduction to the non IID case
Extremes of random sequences
Extremes of Gaussian processes
Extensions for rare events
Statistics of extremes.