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Extremes and Related Properties of Random Sequences and Processes

BuchKartoniert, Paperback
336 Seiten
Englisch
Springererschienen am10.11.2011Softcover reprint of the original 1st ed. 1983
Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity.mehr

Produkt

KlappentextClassical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity.
Details
ISBN/GTIN978-1-4612-5451-5
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2011
Erscheinungsdatum10.11.2011
AuflageSoftcover reprint of the original 1st ed. 1983
Seiten336 Seiten
SpracheEnglisch
Gewicht551 g
IllustrationenXII, 336 p.
Artikel-Nr.18229994

Inhalt/Kritik

Inhaltsverzeichnis
I Classical Theory of Extremes.- 1 Asymptotic Distributions of Extremes.- 2 Exceedances of Levels and kth Largest Maxima.- 2.1. Part II Extremal Properties of Dependent Sequences.- 3 Maxima of Stationary Sequences.- 4 Normal Sequences.- 5 Convergence of the Point Process of Exceedances, and the Distribution of kth Largest Maxima.- 6 Nonstationary, and Strongly Dependent Normal Sequences.- 6.1. Part III Extreme Values in Continuous Time.- 7 Basic Properties of Extremes and Level Crossings.- 8 Maxima of Mean Square Differentiable Normal Processes.- 9 Point Processes of Upcrossings and Local Maxima.- 10 Sample Path Properties at Upcrossings.- 11 Maxima and Minima and Extremal Theory for Dependent Processes.- 12 Maxima and Crossings of Nondifferentiable Normal Processes.- 13 Extremes of Continuous Parameter Stationary Processes.- Applications of Extreme Value Theory.- 14 Extreme Value Theory and Strength of Materials.- 15 Application of Extremes and Crossings Under Dependence.- Appendix Some Basic Concepts of Point Process Theory.- List of Special Symbols.mehr