| 书目名称 | Laws of Small Numbers: Extremes and Rare Events |
| 编辑 | Michael Falk,Rolf-Dieter Reiss,Jürg Hüsler |
| 视频video | http://file.papertrans.cn/583/582121/582121.mp4 |
| 概述 | 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 |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 20042nd edition |
| 关键词 | Gaussian process; Maxima; probability; probability theory; statistics |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-3-0348-7791-6 |
| isbn_ebook | 978-3-0348-7791-6 |
| copyright | Springer Basel AG 2004 |
|Archiver|手机版|小黑屋|
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