Laws of Small Numbers: Extremes and Rare Events (Third, revised and extended edition). Michael Falk, JГјrg HГјsler, Rolf-Dieter Reiss

Laws of Small Numbers: Extremes and Rare Events (Third, revised and extended edition)



Download Laws of Small Numbers: Extremes and Rare Events (Third, revised and extended edition)



Laws of Small Numbers: Extremes and Rare Events (Third, revised and extended edition) Michael Falk, JГјrg HГјsler, Rolf-Dieter Reiss ebook pdf
Publisher:
Language: English
Page: 525
ISBN: 3034800088, 9783034800082

Review

Review Janet Hefferman, Journal of Applied Statistics The authors claim that the book is aimed at graduate students and researchers with basic knowledge of probability theory. This claim seems slightly misleading, the material instead being written at a research level, and I suspect generally impenetrable to readers without some previous specialist knowledge of the area. Being almost exclusively theoretical in nature, the book is likely to be of little interest or indeed practical use to an applied statistician. However the book offers a useful addition to the literature of the probabilistic theory of extremes as it consolidates recent developments in the field. Review Holger Drees, Metrika The book is completed by an extensive bibliography with almost 400 references and the usual indices. Indeed, this is a big improvement over the first edition where the references were given in each section separately. The readability is further improved by a considerable number of new plots to visualize examples. Unfortunately, a distorting technical error has crept in Sect. 1.2: on page 8 the first sentence ends abruptly in the middle and nine lines which should be printed here are instead given on page 14, where they interrupt another sentence in a similar manner. In summary, Laws of Small Numbers can be highly recommended to everyone who is looking for a smooth introduction to Poisson approximations in EVT and other fields of probability theory and statistics. In particular, it offers an interesting view on multivariate EVT and on EVT for non-iid observations, which is not presented in a similar way in any other textbook. Review David Stirzaker, Bulletin of the London Mathematical Society In brief, it is clear that this will surely be a valuable resource for anyone involved in, or seeking to master, the more mathematical features of this field.

Book Description

2nd edition
--This text refers to an alternate

edition.



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