PhD in Physics here doing some theory that has to do with order statistics. I've never had a formal introduction to a lot of probability theory and think I would greatly benefit from it. Any good recommendations for someone looking for a formal introduction to order statistics of independent random variables?
I would maybe start with "A First Course in Order Statistics" by Arnold & Balakrishnan & Nagaraja, in the series Siam Classics in Applied Mathematics.
There is also from Wiley "Order Statistics" by David & Nagaraja, which have much of the same information.
Then there is a more advanced book with newer results, "Approximate Distributions of Order Statistics With Applications to Nonparametric Statistics" by R.-D. Reiss (Springer).