Modeling extremal events is not easy: Why the extreme value theorem cannot be as general as the central limit theorem

Modeling extremal events is not easy: Why the extreme value theorem cannot be as general as the central limit theorem

© Springer International Publishing AG 2017. In many real-life situations, a random quantity is a joint result of several independent factors, i.e., a sum of many independent random variables. The description of such sums is facilitated by the Central Limit Theorem, according to which, under reasona...

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Main Authors:	Vladik Kreinovich, Hung T. Nguyen, Songsak Sriboonchitta, Olga Kosheleva
格式:	Book Series
出版:	2018
主題:	Agricultural and Biological Sciences
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012094087&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/46740
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