Piterbarg, VI and Rodionov, IV (2021) Certain modern developments in stochastic extreme value theory, on occasion of 110th birthday of Boris Vladimirovich Gnedenko. Reliability Theory and Applications, 16 (4). pp. 16-25. DOI https://doi.org/10.24412/1932-2321-2021-465-16-25
Piterbarg, VI and Rodionov, IV (2021) Certain modern developments in stochastic extreme value theory, on occasion of 110th birthday of Boris Vladimirovich Gnedenko. Reliability Theory and Applications, 16 (4). pp. 16-25. DOI https://doi.org/10.24412/1932-2321-2021-465-16-25
Piterbarg, VI and Rodionov, IV (2021) Certain modern developments in stochastic extreme value theory, on occasion of 110th birthday of Boris Vladimirovich Gnedenko. Reliability Theory and Applications, 16 (4). pp. 16-25. DOI https://doi.org/10.24412/1932-2321-2021-465-16-25
Abstract
We present a short overview of developments of the last decade in asymptotic analysis of extrema of families of random variables. We focus on the methods of investigating the quality of approximations as given by Gnedenko’s extreme value theorem, and its generalizations to the case of dependent random variables.
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 20 Jul 2026 13:07 |
| Last Modified: | 20 Jul 2026 13:08 |
| URI: | http://repository.essex.ac.uk/id/eprint/36210 |
Available files
Filename: RTA_4_2021-01.pdf