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Extremes and Related Properties of Random Sequences and Processes

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Cover of 'Extremes and Related Properties of Random Sequences and Processes'

Table of Contents

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    Book Overview
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    Chapter 1 Asymptotic Distributions of Extremes
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    Chapter 2 Exceedances of Levels and kth Largest Maxima
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    Chapter 3 Maxima of Stationary Sequences
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    Chapter 4 Normal Sequences
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    Chapter 5 Convergence of the Point Process of Exceedances, and the Distribution of kth Largest Maxima
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    Chapter 6 Nonstationary, and Strongly Dependent Normal Sequences
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    Chapter 7 Basic Properties of Extremes and Level Crossings
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    Chapter 8 Maxima of Mean Square Differentiable Normal Processes
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    Chapter 9 Point Processes of Upcrossings and Local Maxima
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    Chapter 10 Sample Path Properties at Upcrossings
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    Chapter 11 Maxima and Minima and Extremal Theory for Dependent Processes
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    Chapter 12 Maxima and Crossings of Nondifferentiable Normal Processes
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    Chapter 13 Extremes of Continuous Parameter Stationary Processes
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    Chapter 14 Extreme Value Theory and Strength of Materials
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    Chapter 15 Application of Extremes and Crossings under Dependence
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