Bulletin of the American Mathematical Society

MathSciNet review: 1567559
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Book Information:

Authors: 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.

Simeon M. Berman, Limiting distribution of the maximum term in sequences of dependent random variables, Ann. Math. Statist. 33 (1962), 894–908. MR 142142, DOI 10.1214/aoms/1177704458

Simeon M. Berman, Limit theorems for the maximum term in stationary sequences, Ann. Math. Statist. 35 (1964), 502–516. MR 161365, DOI 10.1214/aoms/1177703551

János Galambos, A general Poisson limit theorem of probability theory, Duke Math. J. 40 (1973), 581–586. MR 322930

János Galambos, Limit laws for mixtures with applications to asymptotic theory of extremes, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 32 (1975), no. 3, 197–207. MR 380941, DOI 10.1007/BF00532613

Janos Galambos, The asymptotic theory of extreme order statistics, Wiley Series in Probability and Mathematical Statistics, John Wiley & Sons, New York-Chichester-Brisbane, 1978. MR 489334

Janos Galambos and Samuel Kotz, Characterizations of probability distributions, Lecture Notes in Mathematics, vol. 675, Springer, Berlin, 1978. A unified approach with an emphasis on exponential and related models. MR 513423

R. M. Loynes, Extreme values in uniformly mixing stationary stochastic processes, Ann. Math. Statist. 36 (1965), 993–999. MR 176530, DOI 10.1214/aoms/1177700071

Y. Mittal and D. Ylvisaker, Limit distributions for the maxima of stationary Gaussian processes, Stochastic Process. Appl. 3 (1975), 1–18. MR 413243, DOI 10.1016/0304-4149(75)90002-2

G. L. O’Brien, Limit theorems for the maximum term of a stationary process, Ann. Probability 2 (1974), 540–545. MR 362450, DOI 10.1214/aop/1176996673

S. M. Berman (1962), Limiting distribution of the maximum term in a sequence of dependent random variables, Ann. Math. Statist. 33, 894-908. MR 0142142




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