Extreme value theory for random exponentials

Bogachev, LV (2007) Extreme value theory for random exponentials. In: Dawson, DA, Jaksic, V and Vainberg, B, (eds.) Probability and Mathematical Physics: A Volume in Honor of Stanislav Molchanov. CRM Proceedings and Lecture Notes, 42 . American Mathematical Society , 41 - 64. ISBN 0-8218-4089-4

Abstract

Metadata

Authors/Creators:
  • Bogachev, LV
Keywords: Stable laws; weak limit theorems; random exponentials; regular variation; Poisson random measure; order statistics; Frechet distribution; exponential Tauberian theorem
Dates:
  • Published: 2007
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 16 Mar 2015 10:42
Last Modified: 13 Apr 2015 11:58
Published Version: http://www.ams.org/bookstore-getitem/item=crmp-42
Status: Published
Publisher: American Mathematical Society
Series Name: CRM Proceedings and Lecture Notes

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