menu
{ "item_title" : "Extremes and Related Properties of Random Sequences and Processes", "item_author" : [" M. R. Leadbetter", "G. Lindgren", "H. Rootzen "], "item_description" : "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.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/1/46/125/451/1461254515_b.jpg", "price_data" : { "retail_price" : "199.00", "online_price" : "199.00", "our_price" : "199.00", "club_price" : "199.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Extremes and Related Properties of Random Sequences and Processes|M. R. Leadbetter

Extremes and Related Properties of Random Sequences and Processes

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9781461254515
  • ISBN-10: 1461254515
  • Publisher: Springer
  • Publish Date: November 2011
  • Dimensions: 9.21 x 6.14 x 0.73 inches
  • Shipping Weight: 1.09 pounds
  • Page Count: 336

Related Categories

You May Also Like...

    1

BAM Customer Reviews