This book gives a mathematically oriented development of the theory of rare events underlying various applications. The second edition incorporates various new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.
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This book gives a mathematically oriented development of the theory of rare events underlying various applications. The second edition incorporates various new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.
Read Less