Laws of Small Numbers: Extremes and Rare Events

1. Functional Laws of Small Numbers
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

2. Extreme Value Theory
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

3. Estimation of Conditional Curves
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

4. Basic Theory of Multivariate Maxima
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

5. Multivariate Generalized Pareto Distributions
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

6. The Pickands Approach in the Bivariate Case
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

7. Multivariate Extremes: Supplementary Concepts and Results
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

8. Introduction to the Non-IID Case
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

9. Extremes of Random Sequences
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

10. Extremes of Gaussian Processes
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

11. Extensions for Rare Events
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

12. Statistics of Extremes
Michael Falk, Jürg Hüsler, Rolf-Dieter Reiss

Nyckelord: Mathematics, Probability Theory and Stochastic Processes, Statistical Theory and Methods