Gnedenko, Sur La Distribution Limite Du Terme Maximum D’Une Serie Aleatoire, Annals of Mathematics, 44, 423 (1943)

· 1943

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cond-mat.stat-mech · 2019-07-01 · unverdicted · novelty 0.0

Lecture notes summarizing standard limit laws for maxima and record statistics in i.i.d. sequences and random walks.

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Extremes and Records cond-mat.stat-mech · 2019-07-01 · unverdicted · none · ref 29
Lecture notes summarizing standard limit laws for maxima and record statistics in i.i.d. sequences and random walks.