An interview with Ross Leadbetter

DOI10.1007/S10687-015-0225-1MaRDI QIDQ897837zbMATH OpenOpenAlexFDO

Authors Tailen Hsing, Holger Rootzén

Publication date 8 December 2015

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-015-0225-1

zbMATH Keywords

extremal processesextreme value theorystationary processes

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03)

Cites work

• A basic course in measure and probability. Theory for applications
• Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities
• Bounds on the error in the linear approximation to the renewal function
• Extremal theory for stochastic processes
• Extremes and local dependence in stationary sequences
• Extremes and related properties of random sequences and processes
• On a basis for peaks over threshold modeling
• On distribution function ? Moment relationships in a stationary point process
• On extreme values in stationary sequences
• On series expansions for the renewal moments
• On the Estimation of the Probability Density, I
• On the Renewal Function for the Weibull Distribution
• On Three Basic Results in the Theory of Stationary Point Processes
• The Moments of the Number of Crossings of a Level by a Stationary Normal Process

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