Transition kernels and the conditional extreme value model

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

Natural Sciences, Mathematics, Probability Theory +11

Encyclopedia of Mathematics and its Applications.

Y. L. L., William B. Jones, W. J. Thron · Mathematics of Computation · 1982 · 4.2K citations

Natural Sciences, Mathematics, Applied Mathematics +9

Random difference equations and Renewal theory for products of random matrices

Harry Kesten · Acta Mathematica · 1973 · 1K citations · Full text

Engineering, Mathematics, Probability Theory +14

A Conditional Approach for Multivariate Extreme Values (with Discussion)

Janet E. Heffernan, Jonathan A. Tawn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2004 · 682 citations · Full text

Public Health, Biostatistics, Air Pollution +13

On a stochastic difference equation and a representation of non–negative infinitely divisible random variables

Wim Vervaat · Advances in Applied Probability · 1979 · 482 citations

Natural Sciences, Mathematics, Probability Theory +13