Posts Tagged ‘ Fréchet ’

MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

January 12, 2012
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MAT8886 Fisher-Tippett theorem and limiting distribution for the maximum

Tomorrow, we will discuss Fisher-Tippett theorem. The idea is that there are only three possible limiting distributions for normalized versions of the maxima of i.i.d. samples . For bounded distribution, consider e.g. the uniform distribution on t...

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A survey of the [60′s] Monte Carlo methods [2]

May 17, 2011
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A survey of the [60′s] Monte Carlo methods [2]

The 24 questions asked by John Halton in the conclusion of his 1970 survey are Can we obtain a theory of convergence for random variables taking values in Fréchet spaces? Can the study of Monte Carlo estimates in separable Fréchet spaces give a theory of global approximation? When sampling functions, what constitutes a representative sample

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