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Existence of extremal value

Published on
#calculus #derivatives #maxima-minima #extreme-value-analysis
59
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Extreme value theory: asymptotic of the least-rolled number out of a series of rolls

Published on
#probability #probability-distributions #asymptotics #dice #extreme-value-analysis
865
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the parametrization of a Gumbel in terms of a Gaussian

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#probability-theory #statistics #probability-distributions #order-statistics #extreme-value-analysis
97
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Block size BMM when modeling Generalized Extreme Value distribution

Published on
#extreme-value-analysis
81
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EVT: correlation standard normal distribution and Gumbel distribution

Published on
#normal-distribution #risk-assessment #extreme-value-analysis
45
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A simple limit from Extreme Value Theory

Published on
#calculus #limits #extreme-value-analysis
113
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Expectation of maxima of $n$ Erlang-distributed (Gamma-distributed) random variables for small $n$

Published on
#probability-distributions #expected-value #order-statistics #gamma-distribution #extreme-value-analysis
427
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A basic property of slowly varying functions

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#real-analysis #extreme-value-analysis #slowly-varying-functions
27
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A bound on the maximum $p$-th moment of a discrete martingale. Motivating examples or significance of the result?

Published on
#stochastic-processes #martingales #stochastic-analysis #extreme-value-analysis
52
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The reason why $f(0,0,0)$ is not a extreme value.

Published on
#extreme-value-analysis
65
Views

Is $(0,0,0)$ saddle point?

Published on
#extreme-value-analysis
153
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Construction of a $C^1$ function, which is (locally) larger than a given continous function

Published on
#real-analysis #analysis #functions #extreme-value-analysis
22
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What single estimator of a 5000 series of 20 elements for a non-normal distribution should be used?

Published on
#means #extreme-value-analysis
68
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Why is it necessary to find extreme values of L-functions?

Published on
#analytic-number-theory #l-functions #extreme-value-analysis
39
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Determining the local extreme values of a function

Published on
#analysis #functions #extreme-value-analysis

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