Lecturer
Department
Faculty
Fakulta jaderná a fyzikálně-inženýrská ČVUT
Semester
letní
Course type
magisterský
Current
Ne
The course is devoted to extremal events models, it means thus events which occur with very low probability, but with significant influence on behaviour of described model. We deal with fluctuation of random sums and fluctuation of maxima, further distributions for modeling extremal events and various models will be introduced and applied. Theoretical results will be applied on real data.