Extreme Values, Regular Variation and Point Processes (Springer Series in Operations Research and Financial Engineering)
ISBN-13:
9780387759524
ISBN-10:
0387759522
Edition:
1987
Author:
Sidney I. Resnick
Publication date:
2007
Publisher:
Springer
Format:
Paperback
334 pages
Category:
Applied
,
Mathematics
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Edition: 1st Edition; Fine; Clean Inside With No Remarks Or Highlights. 320 Pages With The Index. Soft Cover Binding.
Book details
ISBN-13:
9780387759524
ISBN-10:
0387759522
Edition:
1987
Author:
Sidney I. Resnick
Publication date:
2007
Publisher:
Springer
Format:
Paperback
334 pages
Category:
Applied
,
Mathematics
Summary
Extreme Values, Regular Variation and Point Processes (Springer Series in Operations Research and Financial Engineering) (ISBN-13: 9780387759524 and ISBN-10: 0387759522), written by authors
Sidney I. Resnick, was published by Springer in 2007.
With an overall rating of 4.5 stars, it's a notable title among other
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Description
This book examines 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 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.
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