I'm an Operations Research student who's trying to wrap his mind around extreme value theory. I've read into EVT and more specific into the first theorem of Fisher, Tippett and Gnedenko. In their modeling approach, they apply block maximum modeling (BMM) in order to partition data in m clusters...
The standard normal distribution given here by $F$, satisfies the following limit: $$ n(1-F(a_n x+b_n)) \rightarrow e^{-x} \;\;\text{ as }\;\; n \rightarrow \infty$$ with $$b_n=(2\log(n)+\log(\log(n))+\log(4\pi))^{1/2}$$ and $$a_n=\frac{1}{b_n}$$ How do I show that? By using the fact t...
If you google "homogeneous elements in algebra". You'll get many hits. Here's one on wikipedia: Properties of Graded Rings. Of course they're referring to homogenous polynomials which of course is way more common. Can anyone reason why they use the "elements" form instead? Anyway, googling ...
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