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Ekstremne vrednosti u nizovima nezavisnih slučajnih veličina sa mešavinama raspodela

dc.contributor.advisorMladenović, Pavle
dc.contributor.otherJanković, Slobodanka
dc.contributor.otherPetrović, Ljiljana
dc.creatorShneina, Ehfayed
dc.description.abstractThis thesis has been written under the supervision of my mentor Prof. Dr. Pavle Mladenović at the University of Belgrade, Faculty of Mathematics in the academic year 2012-2013. The title of this thesis is “Extreme values in sequences of independent random variables with mixed distributions”. For good survey of the field, see Resnick, S. I. [25] and Samorodnitsky, Taqqu [27]. The thesis is divided into two chapters. Chapter 1 is divided into 7 sections. In this chapter, we focus on classical results in extreme value theory. We discuss maxima and minima in the first section, univariate extreme value theory in the second section, max-stable distributions in the third section, peaks over threshold models in the fourth section, domain of attraction of the extremal type distributions in the fifth section, tails in the sixth section and tail equivalence in the seventh section. Chapter 2 is divided into 9 sections. In this chapter, we discuss mixed distributions in the first section, mixture of normal distributions in the second section, mixture of Cauchy distributions in the third section, stable distributions in the fourth section, properties of stable random variables in the fifth section, infinitely divisible distributions in the sixth section. Sections 7 and 8 contain the main results for this dissertation. Mixtures of stable distributions are described in the seventh section and mixtures of an infinite sequence of independent normally distributed variables in the eighth section. Conclusion and future research are in the ninth section.en
dc.publisherУниверзитет у Београду, Математички факултетsr
dc.sourceУниверзитет у Београдуsr
dc.subjectextreme value theorysr
dc.subjectmixed distributionssr
dc.subjectnormal distributionssr
dc.subjectstable distributionssr
dc.titleExtreme values in sequences of independent random variables with mixed distributionsen
dc.titleEkstremne vrednosti u nizovima nezavisnih slučajnih veličina sa mešavinama raspodelasr
dcterms.abstractМладеновић, Павле; Јанковић, Слободанка; Петровић, Љиљана; Схнеина, Ехфаyед;

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