Laws of small numbers : extremes and rare events

Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. "Laws of Small Numbers" gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

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[目次]

  • Functional Laws of Small Numbers.- ExtremeValueTheory.- 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.

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この本の情報

書名 Laws of small numbers : extremes and rare events
著作者等 Falk, Michael
Hüsler, Jürg
Reiss, R.-D.
Reiss Rolf-Dieter
Husler Jurg
出版元 Birkhauser Verlag
刊行年月 c2004
版表示 2nd, rev. and extended ed
ページ数 xiii, 376 p.
大きさ 24 cm
ISBN 3764324163
NCID BA70528973
※クリックでCiNii Booksを表示
言語 英語
出版国 スイス
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