Springer Series in Statistics

Extremes and Related Properties of Random Sequences and Processes

Authors: Leadbetter, M. R., Lindgren, G., Rootzen, H.

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About this book

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.

Table of contents (15 chapters)

  • Asymptotic Distributions of Extremes

    Leadbetter, M. R. (et al.)

    Pages 3-30

  • Exceedances of Levels and kth Largest Maxima

    Leadbetter, M. R. (et al.)

    Pages 31-48

  • Maxima of Stationary Sequences

    Leadbetter, M. R. (et al.)

    Pages 51-78

  • Normal Sequences

    Leadbetter, M. R. (et al.)

    Pages 79-100

  • Convergence of the Point Process of Exceedances, and the Distribution of kth Largest Maxima

    Leadbetter, M. R. (et al.)

    Pages 101-122

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4612-5449-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-1-4612-5451-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Extremes and Related Properties of Random Sequences and Processes
Authors
Series Title
Springer Series in Statistics
Copyright
1983
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4612-5449-2
DOI
10.1007/978-1-4612-5449-2
Softcover ISBN
978-1-4612-5451-5
Series ISSN
0172-7397
Edition Number
1
Number of Pages
XII, 336
Topics