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| Semester | fall semester 2018 |
| Course frequency | Irregular |
| Lecturers | David Belius (david.belius@unibas.ch, Assessor) |
| Content | This course uses the theory from the lectures Einführung in die Statistik and Wahrscheinlichkeitstheorie to study the extreme values of sequences of random variables and random fields. In particular we will study probabilistic models for which an understanding of extreme values is crucial. These arise in statistics and in complex systems from theoretical computer science, probabilistic number theory and statistical physics (no knowledge of the aforementioned areas is assumed; the course will be self-contained). The starting point is the basic question of how the maximum of N independent and identically distributed random variables behaves as N tends to infinity. Once we understand this we will consider how correlations between the random variables affect the behavior, especially for random variables from random fields possessing some geometric structure. Printed lecture notes will be provided. |
| Language of instruction | German |
| Use of digital media | No specific media used |
| Interval | Weekday | Time | Room |
|---|
No dates available. Please contact the lecturer.
| Modules |
Module: Applied Mathematics (Bachelor's Studies: Mathematics) Module: Non-Life Insurance (Master's Studies: Actuarial Science) |
| Assessment format | continuous assessment |
| Assessment registration/deregistration | Reg.: course registration, dereg: cancel course registration |
| Repeat examination | no repeat examination |
| Scale | 1-6 0,5 |
| Repeated registration | as often as necessary |
| Responsible faculty | Faculty of Science, studiendekanat-philnat@unibas.ch |
| Offered by | Fachbereich Mathematik |