Extreme value theory
BMETE95MM16
2013/14. 2nd semester
To get a mark in Extreme value theory, there are two options:
- oral exam in the examination period: theory (scanned lecture notes are available below) and exercises (see below)
- midterm exam (written) on March 26: mainly exercises (see below) and some little theory (no proofs) + a 30 minutes short talk on a paper in the second half of the semester
Exercises
Papers for short talks and lecture notes - you can already sign up for a short talk personally or by e-mail on a first come first served basis.
Deadline for signup: March 26.
The five cathegories of the paper should follow each other in the order given in the list.
Schedule for short talks
Suggestions for the talks
Each presentation takes 30 minutes and should be given in English.
It is important to explain the concept of the paper without going into technical details.
A paper cannot be fully explained in 30 minutes, and it is not required.
It is more important to be understandable.
It is suggested to explain the model of the paper and state the main results in the first part of the talk.
Then further expanations, way of proof, methods can follow depending on the topic and the paper.
Hand-written lecture notes about the course are added to the dropbox folder above.
Since I could only proceed until page 15, the further results are there for your fun.
For the midterm exam, you are supposed to know the main concept of the first 15 pages: definitions, theorems and main propositions.
You do not have to memorize all the technical conditions just the main ones and you do not have to know the proofs.
Midterm exam results, questions
Classes
always 8.30-10.00 in H45A
02.12. Wed
02.19. Wed
02.26. Wed (no class on 03.05. Wed -> limit theorems class)
03.12. Wed
03.18. Tue
03.19. Wed
03.26. Wed - midterm exam
04.08. Tue (no class on 04.02. Wed -> limit theorems class)
04.30. Wed (no class on 04.09. Wed -> free day of the faculty and on 04.16. Wed -> limit theorems class and on 04.23. Wed)
05.07. Wed
05.13. Tue
05.14. Wed
05.21. Wed 10.00-11.30 H46 extra occasion (talks by Éva Kutas, Gréta Palej and Mónika Pallag)