Extremes and Related Properties of Random Sequences and Processes

Authors:

ISBN: 978-1-4612-5451-5 (Print) 978-1-4612-5449-2 (Online)

Table of contents (15 chapters)

  1. Front Matter

    Pages i-xii

  2. Classical Theory of Extremes

    1. Front Matter

      Pages 1-2

    2. No Access

      Chapter

      Pages 3-30

      Asymptotic Distributions of Extremes

    3. No Access

      Chapter

      Pages 31-48

      Exceedances of Levels and kth Largest Maxima

  3. Extremal Properties of Dependent Sequences

    1. Front Matter

      Pages 49-50

    2. No Access

      Chapter

      Pages 51-78

      Maxima of Stationary Sequences

    3. No Access

      Chapter

      Pages 79-100

      Normal Sequences

    4. No Access

      Chapter

      Pages 101-122

      Convergence of the Point Process of Exceedances, and the Distribution of kth Largest Maxima

    5. No Access

      Chapter

      Pages 123-141

      Nonstationary, and Strongly Dependent Normal Sequences

  4. Extreme Values in Continuous Time

    1. Front Matter

      Pages 143-144

    2. No Access

      Chapter

      Pages 145-162

      Basic Properties of Extremes and Level Crossings

    3. No Access

      Chapter

      Pages 163-172

      Maxima of Mean Square Differentiable Normal Processes

    4. No Access

      Chapter

      Pages 173-190

      Point Processes of Upcrossings and Local Maxima

    5. No Access

      Chapter

      Pages 191-204

      Sample Path Properties at Upcrossings

    6. No Access

      Chapter

      Pages 205-215

      Maxima and Minima and Extremal Theory for Dependent Processes

    7. No Access

      Chapter

      Pages 216-242

      Maxima and Crossings of Nondifferentiable Normal Processes

    8. No Access

      Chapter

      Pages 243-263

      Extremes of Continuous Parameter Stationary Processes

  5. Applications of Extreme Value Theory

    1. Front Matter

      Pages 265-265

    2. No Access

      Chapter

      Pages 267-277

      Extreme Value Theory and Strength of Materials

    3. No Access

      Chapter

      Pages 278-304

      Application of Extremes and Crossings under Dependence

  6. Back Matter

    Pages 305-336