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Séance de cours

Fonction de dépendance de Pickands

Description

Cette séance de cours couvre la fonction de dépendance de Pickands, un résumé de la théorie des valeurs extrêmes multivariées. Il explique la probabilité d'agrément, les principes de construction et les fonctions de densité angulaire. La séance de cours se penche sur le calcul et l'interprétation de ces fonctions.

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Concepts associés (3)

Computation

A computation is any type of arithmetic or non-arithmetic calculation that is well-defined. Common examples of computations are mathematical equations and computer algorithms. Mechanical or electronic devices (or, historically, people) that perform computations are known as computers. The study of computation is the field of computability, itself a sub-field of computer science. The notion that mathematical statements should be ‘well-defined’ had been argued by mathematicians since at least the 1600s, but agreement on a suitable definition proved elusive.

Theory of computation

In theoretical computer science and mathematics, the theory of computation is the branch that deals with what problems can be solved on a model of computation, using an algorithm, how efficiently they can be solved or to what degree (e.g., approximate solutions versus precise ones). The field is divided into three major branches: automata theory and formal languages, computability theory, and computational complexity theory, which are linked by the question: "What are the fundamental capabilities and limitations of computers?".

Model of computation

In computer science, and more specifically in computability theory and computational complexity theory, a model of computation is a model which describes how an output of a mathematical function is computed given an input. A model describes how units of computations, memories, and communications are organized. The computational complexity of an algorithm can be measured given a model of computation. Using a model allows studying the performance of algorithms independently of the variations that are specific to particular implementations and specific technology.