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Preface to the Soft Cover Edition v
Preface to the Hard Cover Edition vii
Preliminaries 1
Uniform Convergence 1
Inverses of Monotone Functions 3
Convergence to Types Theorem and Limit Distributions of Maxima 7
Regularly Varying Functions of a Real Variable 12
Basics 13
Deeper Results; Karamata's Theorem 16
Extensions of Regular Variation: [Pi]-Variation, [Gamma]-Variation 26
Domains of Attraction and Norming Constants 38
Domain of Attraction of [Lambda](x) = exp{lcub}-e[superscript -x]{rcub} 38
Domain of Attraction of [Phi subscript alpha] = exp{lcub}-x[superscript -alpha]{rcub}, x > 0 54
Domain of Attraction of [Psi subscript alpha](x) = exp{lcub}-(-x)[superscript alpha]{rcub}, x < 0 59
Von Mises Conditions 62
Equivalence Classes and Computation of Normalizing Constants 67
Quality of Convergence 76
Moment Convergence 76
Density Convergence 85
Large Deviations 94
Uniform Rates of Convergence to Extreme Value Laws 107
Uniform Rates of Convergence to [Phi subscript alpha](x) 107
Uniform Rates ofConvergence to [Lambda](x) 114
Point Processes 123
Fundamentals 123
Laplace Functionals 128
Poisson Processes 130
Definition and Construction 130
Transformations of Poisson Processes 134
Vague Convergence 139
Weak Convergence of Point Processes and Random Measures 150
Records and Extremal Processes 162
Structure of Records 164
Limit Laws for Records 174
Extremal Processes 179
Weak Convergence to Extremal Processes 196
Skorohod Spaces 196
Weak Convergence of Maximal Processes to Extremal Processes via Weak Convergence of Induced Point Processes 209
Extreme Value Theory for Moving Averages 224
Independence of k-Record Processes 242
Multivariate Extremes 250
Max-Infinite Divisibility 251
An Example: The Bivariate Normal 255
Characterizing Max-id Distributions 257
Limit Distributions for Multivariate Extremes 263
Characterizing Max-Stable Distributions 266
Domains of Attraction; Multivariate Regular Variation 276
Independence and Dependence 290
Association 298
References 307
Index 315
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Add Extreme Values, Regular Variation and Point Processes, This book examines the fundamental mathematical and shastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of thr, Extreme Values, Regular Variation and Point Processes to the inventory that you are selling on WonderClubX
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Add Extreme Values, Regular Variation and Point Processes, This book examines the fundamental mathematical and shastic process techniques needed to study the behavior of extreme values of phenomena based on independent and identically distributed random variables and vectors. It emphasizes the core primacy of thr, Extreme Values, Regular Variation and Point Processes to your collection on WonderClub |