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Extreme Values, Regular Variation and Point Processes

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Extreme Values, Regular Variation and Point Processes - Resnick, Sidney I
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This book is a readable and efficient account of 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.

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Extreme Values, Regular Variation and Point Processes 2007, Springer, New York, NY

ISBN-13: 9780387759524

Trade paperback

Extreme Values, Regular Variation, and Point Processes 1987, Springer, New York, NY

ISBN-13: 9780387964812

Hardcover