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Volumn 19, Issue 3, 2005, Pages 289-308

Extremes: A continuous-time perspective

Author keywords

[No Author keywords available]

Indexed keywords

STOCHASTIC SYSTEMS;

EID: 21644476293     PISSN: 02699648     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0269964805050163     Document Type: Review
Times cited : (9)

References (25)
  • 1
    • 0003975247 scopus 로고    scopus 로고
    • Cambridge: Cambridge University Press
    • Bertoin, J. (1996). Lévy processes. Cambridge: Cambridge University Press.
    • (1996) Lévy Processes
    • Bertoin, J.1
  • 3
    • 11444257638 scopus 로고    scopus 로고
    • On geometric record times
    • Eliazar, I. (2005). On geometric record times. Physica A 348: 181-198.
    • (2005) Physica A , vol.348 , pp. 181-198
    • Eliazar, I.1
  • 8
    • 84958156266 scopus 로고
    • Limiting forms of the frequency distribution of the largest and smallest member of a sample
    • Fisher, R.A. & Tippett, L.H.C. (1928). Limiting forms of the frequency distribution of the largest and smallest member of a sample. Proceedings of the Cambridge Philosophical Society 24:180-190.
    • (1928) Proceedings of the Cambridge Philosophical Society , vol.24 , pp. 180-190
    • Fisher, R.A.1    Tippett, L.H.C.2
  • 9
    • 0002689711 scopus 로고
    • Sur la loi de probabilité de l'écart maximum
    • Fréchet, M. (1927). Sur la loi de probabilité de l'écart maximum. Ann. Soc. Polon. Math. Cracovie 6:93-116.
    • (1927) Ann. Soc. Polon. Math. Cracovie , vol.6 , pp. 93-116
    • Fréchet, M.1
  • 12
    • 0000005110 scopus 로고
    • Sur la distribution limite du terme maximum d'une serie aleatoire
    • Gnedenko, B. (1943). Sur la distribution limite du terme maximum d'une serie aleatoire. Annals of Mathematics 44: 423.
    • (1943) Annals of Mathematics , vol.44 , pp. 423
    • Gnedenko, B.1
  • 13
    • 0012902934 scopus 로고
    • Translated and reprinted in. Berlin: Springer-Verlag
    • Translated and reprinted in S. Kotz & N.L. Johnson, eds. (1992). Break-throughs in statistics I. Berlin: Springer-Verlag, pp. 195-225.
    • (1992) Break-throughs in Statistics I , pp. 195-225
    • Kotz, S.1    Johnson, N.L.2
  • 20
    • 0042214072 scopus 로고
    • On outstanding values of a sequence of observations
    • P. Turan (ed.), Budapest: Akadémiai Kiadó
    • Rényi, A. (1976). On outstanding values of a sequence of observations. In: P. Turan (ed.), Selected papers of A. Rényi, Vol. 3. Budapest: Akadémiai Kiadó.
    • (1976) Selected Papers of A. Rényi , vol.3
    • Rényi, A.1
  • 23
    • 0001316021 scopus 로고
    • La distribution de la plus grande de n valuers
    • von Mises, R. (1936). La distribution de la plus grande de n valuers. Rev. Math. Union Interbalcanique 1: 141-160.
    • (1936) Rev. Math. Union Interbalcanique , vol.1 , pp. 141-160
    • Von Mises, R.1
  • 24
    • 21644438645 scopus 로고
    • Translated and reprinted in. Providence, RI: American Mathematical Society
    • Translated and reprinted in (1964). Selected papers of Richard von Mises II. Providence, RI: American Mathematical Society, pp. 271-294.
    • (1964) Selected Papers of Richard Von Mises II , pp. 271-294


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.