Book Review

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MathSciNet review: 1567559

Full text of review: PDF This review is available free of charge.

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.

*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

*Limit theorems for the maximum term in stationary sequences*, Ann. Math. Statist.

**35**(1964), 502–516. MR

**161365**, DOI 10.1214/aoms/1177703551

*A general Poisson limit theorem of probability theory*, Duke Math. J.

**40**(1973), 581–586. MR

**322930**

*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

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

**489334**

*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**

*Extreme values in uniformly mixing stationary stochastic processes*, Ann. Math. Statist.

**36**(1965), 993–999. MR

**176530**, DOI 10.1214/aoms/1177700071

*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

*Limit theorems for the maximum term of a stationary process*, Ann. Probability

**2**(1974), 540–545. MR

**362450**, DOI 10.1214/aop/1176996673

Review Information:

Reviewer: Janos Galambos

Journal: Bull. Amer. Math. Soc.

**13**(1985), 65-68

DOI: https://doi.org/10.1090/S0273-0979-1985-15368-6