Extreme Values in Finance, Telecommunications, and the Environment (Monographs on Statistics and Applied Probability)
Contributors: Barbel Finkenstadt (Editor); Holger Rootzen (Editor)
Publisher: Chapman & Hall/CRC
Published: July 28, 2003
Language: eng
Format: Hardcover
Number of pages: 432
ISBN-13: 9781584884118
Subjects: Mathematics for scientists & engineers; Probability & statistics; Mathematics; Congresses; Science/Mathematics; Probability & Statistics - General; Applied; Business Mathematics; Mathematics / Statistics; General; Extreme value theory
First sentence: Extreme value theory is concerned with probabilistic and statistical questions related to very high or very low values in sequences of random variables and in stochastic processes.