Laws of Small Numbers Extremes and Rare Events

"Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages." "This book is accessible to graduate students and researchers with basic knowledge in probability theory and, partly, in point processes and Gaussian processes. The required statistical prerequisites are minimal."--BOOK JACKET.Falk, Michael is the author of 'Laws of Small Numbers Extremes and Rare Events', published 0018 under ISBN 9780817624163 and ISBN 0817624163.