автор: Goteborg, Sweden) Rootzen Holger (Chalmers University

Because of its potential to …predict the unpredictable, … extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers …

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students w …