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Extreme Values, Regular Variation and Point Processes (Paperback, 1st ed. 1987. 2nd printing 2007) Loot Price: R3,480
Discovery Miles 34 800
Repayment Terms: R326 pm x 12*
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Extreme Values, Regular Variation and Point Processes (Paperback, 1st ed. 1987. 2nd printing 2007): Sidney I. Resnick

Extreme Values, Regular Variation and Point Processes (Paperback, 1st ed. 1987. 2nd printing 2007)

Sidney I. Resnick

Series: Springer Series in Operations Research and Financial Engineering

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Loot Price R3,480 Discovery Miles 34 800 | Repayment Terms: R326 pm x 12*

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Springer Series in Operations Research and Financial Engineering
Release date: November 2007
First published: 1987
Authors: Sidney I. Resnick
Dimensions: 235 x 155 x 16mm (L x W x T)
Format: Paperback
Pages: 320
Edition: 1st ed. 1987. 2nd printing 2007
ISBN-13: 978-0-387-75952-4
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-75952-2
Barcode: 9780387759524

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