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Modelling of Extreme Events

Přednášející
Fakulta
Fakulta jaderná a fyzikálně-inženýrská ČVUT
Semestr
letní
Typ kurzu
magisterský
Vyučován
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.

Napsal uživatel smolkova dne