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Journal ArticleDOI

Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire

B. W. Gnedenko
- 01 Jul 1943 - 
- Vol. 44, Iss: 3, pp 423
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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.

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Existence and consistency of the maximum likelihood estimator for the extreme value index

Chen Zhou
- 01 Apr 2009 - 
TL;DR: The paper is about the asymptotic properties of the maximum likelihood estimator for the extreme value index and it is proved that the estimator is consistent, even for @c>-1.
Journal ArticleDOI

Almost sure stability of maxima

Sidney I. Resnick, +1 more
- 01 Jun 1973 - 
TL;DR: In this paper, it was shown that the stability problem can be reduced to the i.i.d. case, i.e., when is (Mn) a.s. stable iff for all e > 0, J' j (1-F((1-ex))-1 F(dx) 1 a.d., and this is insufficient in general for lim infn, Mn/bn = 1 aa.s., except when I = 1.
Journal ArticleDOI

Fatigue life prediction for AlSi10Mg components produced by selective laser melting

Ming Tang, +1 more
- 01 Aug 2019 - 
TL;DR: In this paper, the pore size distribution measured on a 2D section by scanning electron microscope was used to predict fatigue life using extreme value theory; good agreement was achieved, and a correlation between the crack-initiating pore on the fracture surface and fatigue life was established.
Journal ArticleDOI

Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case

Zdzislaw Burda, +5 more
- 01 Jul 2011 - 
TL;DR: In this paper, the authors apply the concept of free random variables to doubly correlated Wishart random matrix models, appearing, for example, in a multivariate analysis of financial time series, and displaying both inter-asset cross-covariances and temporal auto covariances.
Proceedings ArticleDOI

Extreme Value Theory for Estimating Task Execution Time Bounds: A Careful Look

George Lima, +2 more
TL;DR: It is confirmed that hardware randomization favors the applicability of EVT, although it does not ensure it since the distribution of maxima for execution time data are not guaranteed to be analyzable via EVT.