Lecture Summer Term 2019
Extreme Value Theory
|Class Teacher:||Jana Reker|
Please note the updated schedule!
More information and materials (e.g. lecture notes and exercise sheets) will be provided on Moodle. The password to register for the course will be given to you in the first lecture.
|Time and Venue:|
Lecture: Tuesdays, 12-2 p.m., He22 E.04
Exercise Class: Thursdays, 2-4 p.m., N24-131 (biweekly)
The lectures will start on Tuesday, 23rd of April. The first exercise class will take place on Thursday, 2nd of May.
Please note the following deviations from the schedule above:
Measure Theory (or Introduction to Measure Theoretic Probability), Elementary Probability Theory and Statistics, Stochastics I
In many applications, the biggest or smallest values of a sample are of particular relevance. For example, in finance and insurance - particular in risk assessment and management - many decisions have to be based on the behavior of extreme values. Likewise, extreme value theory is of utmost importance in areas like ecology, hydrology, and climatology.
The course will cover the following topics:
| A list of reference books would cover the following works: |