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Extreme Values, Regular Variation and Point Processes Book

Extreme Values, Regular Variation and Point Processes
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 has a rating of 3 stars
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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
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  • Extreme Values, Regular Variation and Point Processes
  • Written by author Sidney I. Resnick
  • Published by Springer-Verlag New York, LLC, October 2007
  • 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
  • Extremes 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 d
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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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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

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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

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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

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