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  • Extremes and Related Properties of Random Sequences and Processes
    G. Lindgren / H. Rootzen / M. R. Leadbetter
    Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book...
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