Author | Leadbetter, M. R. author |
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Title | Extremes and Related Properties of Random Sequences and Processes [electronic resource] / by M. R. Leadbetter, Georg Lindgren, Holger Rootzรฉn |
Imprint | New York, NY : Springer New York, 1983 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-5449-2 |
Descript | XII, 336 p. online resource |
I Classical Theory of Extremes -- 1 Asymptotic Distributions of Extremes -- 2 Exceedances of Levels and kth Largest Maxima -- 2.1. Part II Extremal Properties of Dependent Sequences -- 3 Maxima of Stationary Sequences -- 4 Normal Sequences -- 5 Convergence of the Point Process of Exceedances, and the Distribution of kth Largest Maxima -- 6 Nonstationary, and Strongly Dependent Normal Sequences -- 6.1. Part III Extreme Values in Continuous Time -- 7 Basic Properties of Extremes and Level Crossings -- 8 Maxima of Mean Square Differentiable Normal Processes -- 9 Point Processes of Upcrossings and Local Maxima -- 10 Sample Path Properties at Upcrossings -- 11 Maxima and Minima and Extremal Theory for Dependent Processes -- 12 Maxima and Crossings of Nondifferentiable Normal Processes -- 13 Extremes of Continuous Parameter Stationary Processes -- Applications of Extreme Value Theory -- 14 Extreme Value Theory and Strength of Materials -- 15 Application of Extremes and Crossings Under Dependence -- Appendix Some Basic Concepts of Point Process Theory -- List of Special Symbols