Extremes and Related Properties of Random Sequences and Processes

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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. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes ...

Extremes and Related Properties of Random Sequences and Processes 2011, Springer

ISBN-13: 9781461254515

Softcover Reprint of the Origi edition

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Extremes and Related Properties of Random Sequences and Processes 1983, Springer, New York, NY

ISBN-13: 9780387907314

Hardcover

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