This book gives a mathematically oriented development of the theory of rare events underlying various applications. The second edition incorporates various new results on about 130 additional pages. Part II, added in the second edition, discusses recent developments in multivariate extreme value theory.

Laws Of Small Numbers: Extremes And Rare Events

Humor & Entertainment

FALK, MICHAEL

Hüsler, Jürg

Reiss, R.D.

Puzzles & Games

Birkhauser

<p>The mathematical theory and applications of extremes and rare events have developed much since this book was first published in 1994. This third edition includes details of multivariate generalized Pareto distributions and their testing and estimation.</p>

Laws of Small Numbers: Extremes and Rare Events

Science & Math

Reiss, Rolf-Dieter

Mathematics

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Books by Hüsler, Jürg