Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as rough

This book examines the fundamental mathematical and stochastic process techniques needed to study the behavior of extreme values of phenomena based on independe

Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical infere

This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions