Laurens de Haan Livres

Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashion Concentration is on the probabilistic and statistical aspects of extreme values Excellent introduction to extreme value theory at the graduate level, requiring only some mathematical maturity

Extreme Value Theory provides a comprehensive exploration of the subject, starting from foundational mathematics to advanced statistical theory. It covers one-dimensional and higher-dimensional cases, focusing on applications and probabilistic aspects. The book includes case studies and an appendix on regular variation, making it suitable for graduate students and researchers.