Extreme Value Theory (EVT) provides a rigorous statistical framework for assessing the probability of rare and high-impact events. When coupled with the study of dynamical systems, researchers can ...

Motivated by the study of annual temperature extremes, two new results on the limiting distribution of block maxima of random variables with varying upper bounds are obtained. One gives a generalized ...

The Annals of Probability, Vol. 24, No. 1 (Jan., 1996), pp. 97-124 (28 pages) Rates of convergence of the distribution of the extreme order statistic to its limit distribution are given in the uniform ...

Bitcoin, similar to gold, is a good hedge against global uncertainties like trade wars. That's according to a lengthy working paper out from the Department of Economics of the University of Pretoria, ...