Extreme value theory

(Bálint Vető, 2019)
  1. Domains of attraction for sums of random variables
  2. Stable laws
  3. Limit laws for normalized maxima
  4. Max-stable laws, Fisher-Tippett theorem
  5. Maximum domains of attraction
  6. Generalized extreme value (GEV) distributions, generalized Pareto distribution
  7. Limit laws for records