Items related to Laws of Small Numbers: Extremes and Rare Events (DMV...
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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- PublisherBirkhauser
- Publication date1994
- ISBN 10 3764350717
- ISBN 13 9783764350710
- BindingPaperback
- LanguageEnglish
- Number of pages293
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Laws of small numbers: extremes and rare events.
Seller: Kloof Booksellers & Scientia Verlag, Amsterdam, Netherlands
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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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paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!. Seller Inventory # S_354824189
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Laws of Small Numbers: Extremes and Rare Events (DMV Seminar)
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Condition: Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. 1. Auflage. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 293 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 37896752/202
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Laws of Small Numbers: Extremes and Rare Events (DMV Seminar)
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Paperback. Condition: Like New. Like New. book. Seller Inventory # ERICA70437643507175
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