Laws of Small Numbers: Extremes and Rare Events

Authors: Falk, Michael, Hüsler, Jürg, Reiss, Rolf-Dieter

  • Second, revised and extended edition of a volume in the book series of Seminars of the DMV
  • Particular new emphasis on multivariate extreme value theory
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eBook 67,82 €
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  • ISBN 978-3-0348-7791-6
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About this book

Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages.
Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.

Table of contents (12 chapters)

  • Functional Laws of Small Numbers

    Falk, Michael (et al.)

    Pages 3-22

    Preview Buy Chapter 30,19 €
  • Extreme Value Theory

    Falk, Michael (et al.)

    Pages 23-74

    Preview Buy Chapter 30,19 €
  • Estimation of Conditional Curves

    Falk, Michael (et al.)

    Pages 75-103

    Preview Buy Chapter 30,19 €
  • Basic Theory of Multivariate Maxima

    Falk, Michael (et al.)

    Pages 107-130

    Preview Buy Chapter 30,19 €
  • Multivariate Extremes: The Pickands Approach

    Falk, Michael (et al.)

    Pages 131-159

    Preview Buy Chapter 30,19 €

Buy this book

eBook 67,82 €
price for Spain (gross)
  • ISBN 978-3-0348-7791-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
Laws of Small Numbers: Extremes and Rare Events
Authors
Copyright
2004
Publisher
Birkhäuser Basel
Copyright Holder
Springer Basel AG
eBook ISBN
978-3-0348-7791-6
DOI
10.1007/978-3-0348-7791-6
Edition Number
2
Number of Pages
XIII, 378
Number of Illustrations and Tables
12 b/w illustrations
Additional Information
Originally published as volume 23 in the series: DMV Seminar
Topics