Extreme value theory
BMETE95MM16
2015/16. 2nd semester
Classes: Tue 12.15-13.45 T603
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): 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
Midterm exam: 19 April, 12.15-13.45 T603 questions
The midterm exam mainly consists of exercises from the given list.
You are supposed to be familiar with the main concepts of the course material: 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.
Hand-written lecture notes
Literature
Short talks: papers for short talks, schedule
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.
Results