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Book Review
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Book Information
Author(s):
M. R. Leadbetter, Georg Lindgren and Holger Rootzen
Title:
Extremes and related properties of random sequences and processes
Additional book information:
Springer Series in Statistics, Springer-Verlag, New York, Heidelberg, Berlin, 1983, xxi + 336 pp., $36.00. ISBN 0-387-90731-9
References:
- S. M. Berman (1962), Limiting distribution of the maximum term in a sequence of dependent random variables, Ann. Math. Statist. 33, 894-908. MR 142142
- S. M. Berman (1964), Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist. 35, 502-516. MR 161365
- J. Galambos (1973), A general Poisson limit theorem of probability theory, Duke Math. J. 40, 581-586. MR 322930
- J. Galambos (1975), Limit laws for mixtures with applications to asymptotic theory of extremes, Z. Wahrsch. verw. Gebiete 32, 197-207. MR 380941
- J. Galambos (1978), The asymptotic theory of extreme order statistics, Wiley, New York, 1978. MR 489334
- J. Galambos and S. Kotz (1978), Characterizations of probability distributions, Lecture Notes in Math., vol. 675, Springer-Verlag, Heidelberg. MR 513423
- R. M. Loynes (1965), Extreme values in uniformly mixing stationary stochastic processes, Ann. Math. Statist. 36, 993-999. MR 176530
- Y. Mittal and D. Ylvisaker (1975), Limit distributions for the maxima of stationary Gaussian processes, Stochastic Processes Appl. 3, 1-18. MR 413243
- G. L. O'Brien (1974), Limit theorems for the maximum term of a stationary process, Ann. Probab. 2, 540-545. MR 362450
Additional Information:
Reviewer(s):
Janos
Galambos
Review Information:
Journal:
Bull. Amer. Math. Soc.
13
(1985),
65-68.
DOI:
10.1090/S0273-0979-1985-15368-6
PII:
S 0273-0979(1985)15368-6
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