Limit behavior of maximum of independent random sequence

Bibliographic Information

Other Title
  • 独立確率変数列の最大値の挙動に関する最近の話題

Description

We consider extreme value theory (EVT), which deals with maximum of independent random sequences. EVT is based on a limit theorem for maximums of random sequences. By the way, the theory of infinitely divisible distributions, including very important distributions "normal" or "stable", is based on a limit theorem for sums of random sequences. Thus these theories are very similar. In this talk, recent results about that will be presented.

Journal

Details 詳細情報について

  • CRID
    1390282680570590976
  • NII Article ID
    130005020629
  • DOI
    10.11345/japannctam.61.0.136.0
  • Text Lang
    ja
  • Data Source
    • JaLC
    • CiNii Articles
  • Abstract License Flag
    Disallowed

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