题目：An Introduction to Extreme Value Theory
报告人：伏迎嘉 （11级伯苓班）
时间：12月19日（星期五）16：10-17：10
（15：40-16：10下午茶）
地点：第六教室
摘要： Extreme Value Theory (EVT) is the theory of modelling and measuring events which occur with very small probability. This implies its usefulness in risk modelling and statistics. These models, along with the Generalized Extreme Value distribution are widely used in risk management, finance, insurance, economics, hydrology, material sciences, telecommunications, and many other industries dealing with extreme events. In this talk, I will give a basic introduction to EVT from a probabilistic view including the asymptotic distribution of extreme values and a sketch of proof of Fisher-Tippett-Gnedenko Theorem. Some applications of EVT will be given if time allows. No prerequisites for this talk and welcome to join.
欢迎广大师生踊跃参加！
