Extreme Value Theory

This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. Key to the... » 

This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results along with applications. Key to the presentation is the concentration on the probabilistic and statistical aspects of extreme values without major emphasis on such related topics as regular variation, point processes, empirical distribution functions, and Brownian motion. «