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Statistics of extremes and records in random sequences / Satya N. Majumdar, Grégory Schehr.

Oxford Scholarship Online: Physics Available online

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Format:
Book
Author/Creator:
Majumdar, Satya N., author.
Schehr, Gregory, author.
Series:
Oxford scholarship online.
Oxford scholarship online
Language:
English
Subjects (All):
Extreme value theory.
Random data (Statistics).
Physical Description:
1 online resource : illustrations.
Place of Publication:
Oxford : Oxford University Press, 2024.
Summary:
This book develops the theory of rare events for both classical uncorrelated as well as correlated sequences in terms of simple models and examples. The pedagogical presentation of the basic ideas and tools will be useful for graduate students and researchers intending to work in this rapidly developing field.
Notes:
Includes bibliographical references.
Description based on online resource; title from PDF title page (viewed on May 20, 2024).
ISBN:
0-19-183878-0
OCLC:
1434254913

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