Institute of Information Theory and Automation

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Modelling of Extreme Events

Faculty: 
Fakulta jaderná a fyzikálně-inženýrská ČVUT
Semester: 
letní
Course type: 
magisterský
Current: 
Ano

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.

2020-04-21 10:40