Título: Extreme Values, Regular Variation, And Point Processes | ||
Autor: Resnick Sidney | Precio: $960.00 | |
Editorial: Springer Publishing Company | Año: 2008 | |
Tema: Matematicas, Ingenieria | Edición: 1ª | |
Sinopsis | ISBN: 9780387759524 | |
Extremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces. |