Laws of small numbers : extremes and rare events
著者
書誌事項
Laws of small numbers : extremes and rare events
Birkhauser Verlag, c2004
2nd, rev. and extended ed
大学図書館所蔵 件 / 全19件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and indexes
1st edition published in 1994
内容説明・目次
内容説明
Since the publication of the first edition of this seminar book, the theory and applications of extremes and rare events have seen increasing interest. "Laws of Small Numbers" gives a mathematically oriented development of the theory of rare events underlying various applications. The new edition incorporates numerous new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.
目次
Functional Laws of Small Numbers.- ExtremeValueTheory.- Estimation of Conditional Curves.- Basic Theory of Multivariate Maxima.- Multivariate Extremes: The Pickands Approach.- The Pickands Approach in the Bivariate Case.- Multivariate Extremes: Supplementary Concepts and Results.- Introduction to the Non IID Case.- Extremes of Random Sequences.- Extremes of Gaussian Processes.- Extensions for Rare Events.- Statistics of Extremes.
「Nielsen BookData」 より
