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Laws of Small Numbers: Extremes and Rare Events (Oberwolfach Seminars) [Paperback]

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Item description for Laws of Small Numbers: Extremes and Rare Events (Oberwolfach Seminars) by Michael Falk...

Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages.
Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.





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Item Specifications...


Pages   376
Est. Packaging Dimensions:   Length: 9.37" Width: 6.69" Height: 1.02"
Weight:   1.68 lbs.
Binding  Softcover
Release Date   Sep 7, 2005
Publisher   Birkhäuser Basel
ISBN  3764324163  
ISBN13  9783764324162  


Availability  0 units.


More About Michael Falk


Register your artisan biography and upload your photo! Michael Falk currently resides in Flagstaff, in the state of Arizona. Michael Falk was born in 1954 and has an academic affiliation as follows - Northern Arizona University.

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Product Categories

1Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
2Books > Subjects > Professional & Technical > Professional Science > Mathematics > Pure Mathematics > Set Theory
3Books > Subjects > Science > General
4Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
5Books > Subjects > Science > Mathematics > General
6Books > Subjects > Science > Mathematics > Pure Mathematics > Set Theory



Reviews - What do customers think about Laws of Small Numbers: Extremes and Rare Events (Oberwolfach Seminars)?

extremes with software and applications  Feb 7, 2008
This book provides a nice introduction to the mathematical theory of rare events and extreme values. It takes the point process approach to rare events using the empirical point process defined by the crossing of a high or low level to employ an approximate Poisson process. This approach has broad applicability and the authors use it to consider rare and extreme events for stochastic processes including Gaussian processes, Poisson point processes, extreme value models and nonparametric regression.
This book is noteworthy for its mix of theory and application and for the introduction of the software XTREMES. Chapter 6 is devoted to explaining how to analyze data for extremes using the software XTREMES. A diskette is included with the text with version 1.2 of XTREMES that is an interactive program that can run on MS-DOS operated computers. The text is very much up-to-date on the theoretical developments as of 1994.
 
first text to provide software for implementation of theory  Jan 29, 2002
This book provides a nice introduction to the mathematical theory of rare events and extreme values. It takes the point process approach to rare events using the empirical point process defined by the crossing of a high or low level to employ an approximate Poisson process. This approach has broad applicability and the authors use it to consider rare and extreme events for stochastic processes including Gaussian processes, Poisson point processes, extreme value models and nonparametric regression.

This book is noteworthy for its mix of theory and application and for the introduction of the software XTREMES. Chapter 6 is devoted to explaining how to analyze data for extremes using the software XTREMES. A diskette is included with the text with version 1.2 of XTREMES that is an interactive program that can run on MS-DOS operated computers. The text is very much up-to-date on the theoretical developments as of 1994.

 

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