Extremes and Related Properties of Random Sequences and Processes by M.R. Leadbetter
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.
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Author: M.R. Leadbetter
Number of Pages: 348 pages
Published Date: 31 Jul 2012
Publisher: Springer-Verlag New York Inc.
Publication Country: New York, NY, United States
Language: English
Type: PDF
ISBN: 9781461254515
File size: 18 Mb
Download Link: Extremes and Related Properties of Random Sequences and Processes
---------------------------------------------------------------
Author: M.R. Leadbetter
Number of Pages: 348 pages
Published Date: 31 Jul 2012
Publisher: Springer-Verlag New York Inc.
Publication Country: New York, NY, United States
Language: English
Type: PDF
ISBN: 9781461254515
File size: 18 Mb
Download Link: Extremes and Related Properties of Random Sequences and Processes
---------------------------------------------------------------
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.
Read online Extremes and Related Properties of Random Sequences and Processes Buy Extremes and Related Properties of Random Sequences and Processes Download Extremes and Related Properties of Random Sequences and Processes for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Extremes and Related Properties of Random Sequences and Processes
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