Extremes and Related Properties of Random Sequences and Processes:
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Bibliographische Detailangaben
1. Verfasser: Leadbetter, M. R. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: New York, NY Springer New York 1983
Schriftenreihe:Springer Series in Statistics
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Beschreibung: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, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued
Beschreibung:1 Online-Ressource (XII, 336 p)
ISBN:9781461254492
9781461254515
ISSN:0172-7397
DOI:10.1007/978-1-4612-5449-2

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