Tao Lin
| Date of Ph.D. defense: | May 22, 2002 |
| Title of thesis: | Statistics of Extremes in the Space of Continuous Functions |
| ISBN: | 90 5668 096 X |
| Promotors: | Prof.dr. John Einmahl |
| Prof.dr. Laurens de Haan |
Abstract:
Extreme value theory aims at estimating the probability of an event (usually
some kind of disastrous event) even when this event has never taken place,
using the size of events of extreme but not disastrous nature that have
indeed occurred in the past. The necessary theory for this purpose is well
known in the situation when the observations are real numbers or vectors of
numbers. Here the theory is developed in the situation when the observations
consist of functions, that is infinitely many numbers. For example the
observations could be the water level along a coastline at certain time
points and the problem considered the probability of a flood, i.e. the
probability that the water level exceeds the coast defence at any point
along the coastline.
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