Extremes and regular variation
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Publication:2080146
DOI10.1007/978-3-030-83309-1_7zbMATH Open1496.60055arXiv2001.05420OpenAlexW4213032211MaRDI QIDQ2080146FDOQ2080146
Authors: N. H. Bingham, A. J. Ostaszewski 
Publication date: 7 October 2022
Abstract: We survey the connections between extreme-value theory and regular variation, in one and higher dimensions, from the algebraic point of view of our recent work on Popa groups.
Full work available at URL: https://arxiv.org/abs/2001.05420
copulaspectral measuremax-stable processextreme valuedependence structureD-normgeneralised Pareto distributionpeaks over thresholdsspatio-temporal processgeneral regular variation
Extreme value theory; extremal stochastic processes (60G70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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