Journal ArticleDOI
Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
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Book ChapterDOI
Two Test Statistics for Choice of Univariate Extreme Models
TL;DR: Asymptotic properties of the statistic proposed by Gum-bel are obtained for testing the shape parameter k = 0, in von Mises-Jenkinson form as discussed by the authors, where the Gumbel statistic turns out to be the better one.
Journal ArticleDOI
The stress statistics of the first pop-in or discrete plastic event in crystal plasticity
Peter M. Derlet,Robert Maaß +1 more
TL;DR: In this article, the authors investigated the stress at which the first discrete plastic event occurs using extreme value statistics and found that the average of this critical stress is inversely related to the deforming volume, via an exponentially truncated power-law.
Dissertation
Matrices aléatoires et leurs applications à la physique statistique et quantique
TL;DR: In this paper, the authors introduce the theory of matrices aleatoires and introduce a set of properties of such matrices, such as distribution of valeurs propres, densite, etc.
Journal ArticleDOI
Efficiency of convex combinations of pickands estimator of the extreme value index
TL;DR: In this paper, a convex combination of the Pickands estimator and a data-driven version of this estimator is proposed, with the resulting estimate being asymptotically as good as.
Proceedings ArticleDOI
ATM system buffer design under very low cell loss probability constraints
TL;DR: This work deals with a general method for buffer design in an ATM system in which the target loss probability should be very low (e.g. less than 10/sup -9/) based on the application of the generalized extreme value theory (GEVT).