{"id":1762,"date":"2024-04-29T21:42:51","date_gmt":"2024-04-30T04:42:51","guid":{"rendered":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/?page_id=1762"},"modified":"2026-06-19T22:11:55","modified_gmt":"2026-06-20T05:11:55","slug":"math-606-in-summer-2024-extreme-values-and-rare-events","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/sergey-lototsky\/math-606-in-summer-2024-extreme-values-and-rare-events\/","title":{"rendered":"Math 606 in Summer 2024: Extreme Values and Rare Events"},"content":{"rendered":"\n\n \n \n\n\n\n\n\n\n\n
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Class number 054\u201339482R
\nClass meetings: MW, 9:30am-12:30pm, KAP 163.<\/h1>\n

Information on this and related pages changes frequently.<\/h2>\n

Instructor: <\/strong> Sergey Lototsky<\/a>.<\/h2>\n

Office:<\/strong> KAP 248D.
\n Phone:<\/strong> 213 740 2389
\n E-mail:<\/strong> lototsky usc edu.<\/h2>\n

Office Hours:<\/strong> MW\u00a0 after the class. Appointments at other time are welcome.<\/p>\n

Course objective:\u00a0 <\/strong>to get used to mathematical tools for quantifying and modeling extreme and\/or unlikely behavior.<\/p>\n

More general goal<\/strong>: to learn something interesting, new, and\/or useful.<\/p>\n

Official grading scheme: <\/strong>20% class participation, 40% homework assignments, 40% final presentation.<\/p>\n

Main reference: <\/strong>Sidney I. Resnick. Extreme values, regular variation and point processes. Reprint of the 1987 original. Springer Series in Operations Research and Financial Engineering, Springer, New York,<\/em> 2008. xiv+320 pp. ISBN: <\/span>978-0-387-75952-4<\/span><\/p>\n

This book is\u00a0 indeed\u00a0\u00a0 three-in-one<\/strong>: \u00a0\u00a0 \u00a0\u00a0\u00a0 Regular Variation<\/a>\u00a0\u00a0\u00a0\u00a0 Point Processes<\/a><\/p>\n

A longer list of references<\/a><\/p>\n

The People Of Extreme Values<\/a><\/p>\n

Homework problems and more<\/a><\/p>\n

An example of a book review from <\/strong>Math reviews<\/em> [Edition 1<\/a>, Edition 2<\/a>] and<\/strong> from<\/strong> the Bulletin of the AMS<\/a><\/p>\n

My notes<\/strong><\/p>\n