Gianfausto Salvadori, Carlo De Michele, Nathabandu T. Kottegoda, Renzo Rosso

Extremes in Nature (eBook, PDF)

An Approach Using Copulas

• Format: PDF

Produktbeschreibung

The study of the statistics of extreme events is an essential first step in the mitigation of natural catastrophies. This book reviews the theoretical and practical aspects of the statistics of extreme events in nature. Topics range from high and low flows, to earthquakes and volcanic eruptions, land slides, avalanches, windstorms, extreme sea levels and high waves, forest fires and other disasters that threaten lives and properties and often cause severe economic losses worldwide. In many applications it is important to consider extreme events in a bivariate or multivariate context. Copulas exactly describe and model the dependence structure between random variables independently of the marginal laws involved. This approach simplifies the analysis of phenomena involved and makes it possible to introduce new parameters for the characterization of the extreme behaviour of a system.

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Produktdetails

• Verlag: Springer Netherlands
• Seitenzahl: 292
• Erscheinungstermin: 1. Juni 2007
• Englisch
• ISBN-13: 9781402044151
• Artikelnr.: 37361895

Autorenporträt

Gianfausto Salvadori, Politecnico di Milano, Italy / Carlo De Michele, Politecnico di Milano, Italy / Nathabandu T. Kottegoda, Politecnico di Milano, Italy / Renzo Rosso, Politecnico di Milano, Italy

Inhaltsangabe

Univariate Extreme Value theory.- Multivariate Extreme Value theory.- Bivariate Analysis Via Copulas.- Multivariate Analysis Via Copulas.- Extreme Value Analysis Via Copulas.

Rezensionen

From the reviews:

"This monograph deals with both theoretical and practical aspects of the mathematical theory of extremes. ... The book surely will be interesting and useful to researchers and practitioners in the areas of geophysics and environmental sciences and engineering. It can be also useful to any one interested in having a rigorous summary of the main results and modern developments of the theory of extreme events in the context of physical applications." (Jaume Masoliver, Journal of Statistical Physics, Vol. 134, 2009)