Advances in Applied Probability: Volume 20 - Issue 1

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Advances in Applied Probability
ISSN: 0001-8678

EISSN: 1475-6064

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Advances in Applied Probability

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Volume 20 - Issue 1 - March 1988

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Extremes of Random Processes in Applied Probability: A Workshop Sponsored by the U.S. National Science Foundation at the Statistics and Applied Probability Program, University of California, Santa Barbara, 22–26 June 1987

Invited Papers

A survey of recent results on extremes of various kinds of stochastic processes

1. Failure models via extreme value theory

2. Inequalities in extreme value theory

1. Extreme values and asymptotic inference in non-regular cases

2. A miscellanea of asymptotic results concerning maxima for stochastic processes

1. Extreme value theory, ancient and modem: a line of development

2. High level excursions by continuous-time processes

Quantile-based unified theory of extreme values and order statistics

1. Weak and almost sure convergence of convex hulls of multivariate samples

2. Moving averages: convolutions of distributions which are both subexponential and in a domain of attraction of an extreme value law

1. The size etfect: static strength models

2. The size effect: time-to-fallure models

1. Extremal processes: basic statistical decision results

2. Stochastic processes of extremes: definitions and statistics

1. Large deviations of tail estimators based on the pareto approximation

2. A survey of results on extremes of independent non-identically distributed random variables

Contributed Papers

On a open problem of D. Mejzler

Extreme value theory for processes with periodic variances

Second-order asymptotics for (some) extremes

Advances in Applied Probability

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Volume 20 - Issue 1 - March 1988

Other

Invited Papers

Contributed Papers