£85.85

Springer Extreme Values, Regular Variation and Point Processes (Springer Series in Operations Research and Financial Engineering)

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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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
26 November 2007
Listed Since
16 October 2007

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