Synopsis
This book gives a mathematically oriented development of the theory of rare events underlying various applications. The second edition incorporates various new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.
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Book Description
2nd edition
From the Back Cover
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. In this third edition, the dramatic change of focus of extreme value theory has been taken into account: from concentrating on maxima of observations it has shifted to large observations, defined as exceedances over high thresholds. One emphasis of the present third edition lies on multivariate generalized Pareto distributions, their representations, properties such as their peaks-over-threshold stability, simulation, testing and estimation. Reviews of the 2nd edition: "In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field." David Stirzaker, Bulletin of the London Mathematical Society "Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook." Holger Drees, Metrika
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Laws of small numbers: extremes and rare events.
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Condition: very good. Basel : Birkhäuser, 1994. Paperback. xi,282 pp. (DMV-Seminar). Library stamps. Without the diskette. - Laws of small numbers concern rare events - that is events having a small probability of occurrence. Condition : very good copy. ISBN 9783764350710. Keywords : MATHEMATICS, Seller Inventory # 290112
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Laws of Small Numbers: Extremes and Rare Events (DMV Seminar)
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Laws of small numbers. Extremes and rare events.
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Basel, Birkhäuser Verlag, 1994
ISBN 10: 3764350717
ISBN 13: 9783764350710
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Softcover. 282 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. D03644 3764350717 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2513346
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Laws of small numbers. Extremes and rare events.
Published by
Basel, Birkhauser Verlag, 1994
ISBN 10: 3764350717
ISBN 13: 9783764350710
Used
Softcover
Seller: Antiquariat Bookfarm, Löbnitz, Germany
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Softcover. XI, 282 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-05100 3764350717 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2491347
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Laws of Small Numbers: Extremes and Rare Events (DMV Seminar, Band 23)
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Basel. Birkhäuser Verlag., 1994
ISBN 10: 3764350717
ISBN 13: 9783764350710
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kartoniert kartoniert. Condition: Sehr gut. 282 Seiten, mit Abbildungen, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 558. Seller Inventory # 494179
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Laws of Small Numbers: Extremes and Rare Events (DMV Seminar)
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 293 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar. Seller Inventory # 37896752/202
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