Extreme value theory
BMETE95MM16
2017/18. 2nd semester


Classes: Wed 12.15-13.45 H406

To get a mark in Extreme value theory, there are two options: Exercises

Midterm exam: 25th April 12.15-13.45 H406 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.

Evaluation: Each exercise worth 10 points in the midterm exam. For the short talk, at most 50 points can be received. In total, 100 points are considered as the maximum. A final score between 40 and 54 yields a 2, between 55 and 69 is 3, between 70 and 84 is 4 and anything more than 85 is 5.

Hand-written lecture notes

2018 lecture notes:
  1. Domains of attraction for sums, stable laws
  2. Limit laws for normalized maxima, max-stable laws
  3. Fisher-Tippett theorem
  4. Maximum domains of attraction
  5. Generalized extreme value (GEV) distributions, kth largest maxima, records
2016 lecture notes in one file

Literature

Papers for short talks - you can already sign up for a short talk personally or by e-mail on a first come first served basis. Deadline for signup: 18 April.

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.

Results