The Asymptotic Theory of Extreme Order Statistics

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Wiley, May 3, 1978 - Mathematics - 352 pages
Discusses the stochastic regularity in extreme behavior, presenting the asymptotic theory of extremes as the number of components making up the extremes increases indefinitely. Determines all limiting distributions under different sets of conditions and fully covering the multivariate extreme value theory. Offers for the first time in book form discussions of multivariate extreme value distributions (with full details), extreme value theory for dependent samples, and the almost sure behavior of extremes, extremes for random sample sizes, records and record times, and inequalities of estimates in the univariate case. Mathematically rigorous yet easily accessible, it is equally suitable for textbook adoption or as a major reference source.

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Contents

WEAK CONVERGENCE FOR INDEPENDENT AND IDENTICALLY
49
WEAK CONVERGENCE OF EXTREMES IN THE GENERAL CASE
124
DEGENERATE LIMIT LAWS ALMOST SURE RESULTS
205
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