Richard von Mises Lecture 2017stoA


15:15-15:20 Opening of the 2017 Richard-von-Mises-Lecture
15:20-16:15 Historical Talk:
A short history of Polish mathematics, Professor Wiesław Żelazko
16:15-16:45 Coffee Break
16:45-17:45 Richard-von-Mises-Lecture:
Richard von Mises and the development of modern extreme value theory, Professor Thomas Mikosch
17:45-19:00 Reception and Get-Together


Richard von Mises and the development of modern extreme value theory
Professor Thomas Mikosch (University of Copenhagen)

In a basic course on extreme value theory one learns about the von Mises conditions. They are basic domain of attraction conditions ensuring the distributional convergence of affinely transformed partial maxima of an iid sequence towards a max-stable distribution. After having found (in 1923) the limiting distribution of the maxima of an iid Gaussian sequence, the so-called Gumbel distribution, in 1936, he also classified the initial distributions which are attracted to a non-degenerate limiting distribution, and he gave sufficient domain of attraction conditions. His 1936 work was based on knowledge about two other limiting distributions, M. Fréchet had found the distribution, which is named after him, in 1927. In the next year R.A. Fisher and L.H.C. Tippett published the paper which is basic for work on extreme value theory. They characterized the three possible limit distributions: Fréchet, Gumbel and Weibull. B.V. Gnedenko's 1943 paper in Annals of Mathematics Sur la distribution limité du terme d'une série aléatoire is the seminal paper which laid the foundations of an asymptotic theory for the extremes of an iid sequence. (continue reading)

A short history of Polish mathematics
Professor Wiesław Żelazko (IMPAN Warsaw, Poland)

In this talk I shall explain how Poland - a country having at the beginning of 20th century almost no mathematical traditions - could achieve, within a relatively short period 1919-1939, a good international position in such fields of mathematics as functional analysis, topology, set theory, functions of a real variable, logic and foundations of mathematics, and good forecasts for the future development of probability theory, differential equations and Fourier analysis. (continue reading)