| 書目名稱 | Extremes and Related Properties of Random Sequences and Processes | | 編輯 | M. R. Leadbetter,Georg Lindgren,Holger Rootzén | | 視頻video | http://file.papertrans.cn/321/320076/320076.mp4 | | 叢書名稱 | Springer Series in Statistics | | 圖書封面 |  | | 描述 | Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued. | | 出版日期 | Book 1983 | | 關(guān)鍵詞 | Extremum; Maxima; Properties; Random variable; Stochastischer Prozess; Zufallsfolge; statistics | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4612-5449-2 | | isbn_softcover | 978-1-4612-5451-5 | | isbn_ebook | 978-1-4612-5449-2Series ISSN 0172-7397 Series E-ISSN 2197-568X | | issn_series | 0172-7397 | | copyright | Springer-Verlag New York Inc. 1983 |
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