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Record ID harvard_bibliographic_metadata/ab.bib.14.20150123.full.mrc:213453484:3705
Source harvard_bibliographic_metadata
Download Link /show-records/harvard_bibliographic_metadata/ab.bib.14.20150123.full.mrc:213453484:3705?format=raw

LEADER: 03705nam a22004695a 4500
001 014157674-X
005 20141003190137.0
008 130717s1987 xxu| o ||0| 0|eng d
020 $a9780387759531
020 $a9780387759524 (ebk.)
020 $a9780387759531
020 $a9780387759524
024 7 $a10.1007/978-0-387-75953-1$2doi
035 $a(Springer)9780387759531
040 $aSpringer
050 4 $aQA273.A1-274.9
050 4 $aQA274-274.9
072 7 $aMAT029000$2bisacsh
072 7 $aPBT$2bicssc
072 7 $aPBWL$2bicssc
082 04 $a519.2$223
100 1 $aResnick, Sidney I.,$eauthor.
245 10 $aExtreme Values, Regular Variation and Point Processes /$cby Sidney I. Resnick.
264 1 $aNew York, NY :$bSpringer New York :$bSpringer,$c1987.
300 $aXIV, 320 p.$bonline resource.
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
347 $atext file$bPDF$2rda
490 1 $aSpringer Series in Operations Research and Financial Engineering,$x1431-8598
505 0 $a0 Preliminaries -- 1 Domains of Attraction and Norming Constants -- 2 Quality of Convergence -- 3 Point Processes -- 4 Records and Extremal Processes -- 5 Multivariate Extremes -- References.
520 $aExtremes Values, Regular Variation and Point Processes is a readable and efficient account of the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It presents a coherent treatment of the distributional and sample path fundamental properties of extremes and records. It emphasizes the core primacy of three topics necessary for understanding extremes: the analytical theory of regularly varying functions; the probabilistic theory of point processes and random measures; and the link to asymptotic distribution approximations provided by the theory of weak convergence of probability measures in metric spaces. The book is self-contained and requires an introductory measure-theoretic course in probability as a prerequisite. Almost all sections have an extensive list of exercises which extend developments in the text, offer alternate approaches, test mastery and provide for enjoyable muscle flexing by a reader. The material is aimed at students and researchers in probability, statistics, financial engineering, mathematics, operations research, civil engineering and economics who need to know about: * asymptotic methods for extremes; * models for records and record frequencies; * stochastic process and point process methods and their applications to obtaining distributional approximations; * pervasive applications of the theory of regular variation in probability theory, statistics and financial engineering. "This book is written in a very lucid way. The style is sober, the mathematics tone is pleasantly conversational, convincing and enthusiastic. A beautiful book!" ---Bulletin of the Dutch Mathematical Society "This monograph is written in a very attractive style. It contains a lot of complementary exercises and practically all important bibliographical reference." ---Revue Roumaine de Mathématiques Pures et Appliquées
650 10 $aMathematics.
650 0 $aDistribution (Probability theory)
650 0 $aMathematics.
650 24 $aApproximations and Expansions.
650 24 $aMathematical Modeling and Industrial Mathematics.
650 24 $aProbability Theory and Stochastic Processes.
776 08 $iPrinted edition:$z9780387759524
830 0 $aSpringer series in operations research.
988 $a20140910
906 $0VEN