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VERSION:2.0
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CATEGORIES:Lectures & Presentations
DESCRIPTION:Title: Extreme values of independent stochastic processesSpeake
 r: Andrew Josiah Deas (UTK)Abstract:  The subject of limit distributions fo
 r normalized maxima of independent\, identically distributed (i.i.d.) rando
 m variables is well established. In particular\, it is known that the possi
 ble limit distributions comprise the three classes of so-called extreme val
 ue distributions: the Fréchet\, Weibull\, and Gumbel. In this talk\, we wil
 l present an extension by considering the maxima of a sequence of i.i.d. Br
 ownian motions and use marked Poisson point processes to examine the result
 ing limit process. The talk is based on a paper by Bruce Brown and Sidney R
 esnick.
DTEND:20220927T210500Z
DTSTAMP:20260417T001332Z
DTSTART:20220927T200500Z
LOCATION:Ayres Hall 111
SEQUENCE:0
SUMMARY:Probability Seminar
UID:tag:localist.com\,2008:EventInstance_41112889945325
URL:https://calendar.utk.edu/event/probability_seminar_2935
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