Preface

These notes are for MATH456/556: Extreme Value Theory. The suggested schedule is

  • 1st week: Chapters 1 and 2
  • 2nd week: Chapter 3
  • 3rd week: Chapter 4
  • 4th week: Chapters 5 and 6
  • 5th week: Chapter 7

Acknowledgements

These lecture notes have been developed over the years by Prof. Jonathan Tawn, Dr Janet Heffernan, Dr Stuart Coles, Dr Emma Eastoe, Dr Jenny Wadsworth, Dr Zak Varty, and me.