Extremes

Download or read book Extreme Values, Regular Variation, and Point Processes written by Sidney I. Resnick and published by Springer Science & Business Media. This book was released on 2008 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines 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 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.