Extremes and Related Properties of Random Sequences and Processes / by M.R. Leadbetter, Georg Lindgren, Holger Rootzén.

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 signifi...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Leadbetter, M. R.
Other Authors:	Lindgren, Georg, Rootzén, Holger
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1983.
Series:	Springer series in statistics,
Subjects:	Statistics. Distribution (Probability theory)