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Extremes and Regular Variation

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A Lifetime of Excursions Through Random Walks and Lévy Processes

Part of the book series: Progress in Probability ((PRPR,volume 78))

Abstract

We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the point of view of our recent work on general regular variation.

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Authors and Affiliations

  1. Mathematics Department, Imperial College, London, UK

    Nick H. Bingham

  2. Mathematics Department, London School of Economics, London, UK

    Adam J. Ostaszewski

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  1. Nick H. Bingham
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  2. Adam J. Ostaszewski
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Correspondence to Adam J. Ostaszewski .

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Editors and Affiliations

  1. LAREMA, Université d’Angers, Angers, France

    Loïc Chaumont

  2. Department of Mathematical Sciences, University of Bath, Bath, UK

    Andreas E. Kyprianou

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Bingham, N.H., Ostaszewski, A.J. (2021). Extremes and Regular Variation. In: Chaumont, L., Kyprianou, A.E. (eds) A Lifetime of Excursions Through Random Walks and Lévy Processes. Progress in Probability, vol 78. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-83309-1_7

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