Statistics of Extremes
摘要
Statistics of extremes concerns the occurrence of rare events: catastrophic flooding due to very high tides or landslides following unusually heavy rain, structural failure of dams and bridges, massive earthquakes, stock market crashes, and so forth. It has applications in many domains of engineering, in meteorology, hydrology and other earth sciences, in telecommunications, in finance and insurance—indeed, in any domain in which major risks arise due to unusual events or combinations thereof.