Date of Graduation
Spring 2011
Degree
Master of Science in Mathematics
Department
Mathematics
Committee Chair
Yingcai Su
Abstract
In this thesis, we introduce asymptotic distribution and statistical theories of extreme values (maximum or minimum) of sequences of random variables. These sequences of random variables are assumed to be independent and identically distributed, stationary o non-stationary, respectively. We apply extreme value theories to the first difference stationary time series to model the maximum values. An example of lake level data, daily recorded across more than thirty years, is considered.
Keywords
extreme value theory, threshold, point process, stationary, non-stationary
Subject Categories
Mathematics
Copyright
© Li Zhang
Recommended Citation
Zhang, Li, "Extreme Values of Random Sequences" (2011). MSU Graduate Theses. 1637.
https://bearworks.missouristate.edu/theses/1637
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