Dear readers of the DeMo-Newsletter,
You all know the Gumbel copula and the Gumbel distribution in extreme value
theory. Not that well known is the fascinating life of Emil J. Gumbel, who was
fighting against the Nazi movement in Weimar Germany and payed a high price for
his political ideals. Lexuri Fernández and I have published a paper on Emil
Gumbel in Extremes that sheds some light on his interesting biography; it is
open access so you can easily find it via:
https://link.springer.com/article/10.1007/s10687-017-0299-z
============ Abstract ============
GUMBEL. Eponym in mathematical statistics for the first type extreme value
distribution and the copula that is both of extreme value and Archimedean kind.
Hydrologists appreciate Emil J. Gumbel as a pioneer in promoting non-normal
distributions in their field. Historians rank him among the most influential
German intellectuals of the Weimar Republic. He disclosed secret societies that
destabilized the Weimar Republic and used statistical methods to document
political murders and to reveal a biased legal system. He was the first
professor who lost his position for his political ideals and his stand against
the national socialistic party, his books were banned and burned. Stripped of
his nationality in 1933 he immigrated to France. In 1940 he escaped to the USA
and settled in New York, where he was appointed Adjunct Professor at Columbia
University, Department of Industrial Engineering, in 1953. We spoke with Tuncel
M. Yegulalp -Professor emeritus of Mining Engineering at Columbia University-
about Emil J. Gumbel's last course on the "Statistical Theory of Extreme
Values" back in 1964.
============ Abstract ============
Best regards from Munich,
Matthias Scherer
--
Prof. Dr. Matthias Scherer
Technische Universität München
Fakultät für Mathematik
Lehrstuhl für Finanzmathematik
Parkring 11, 85748 Garching-Hochbrück
Tel. +49 89 289 17402
scherer@xxxxxx<mailto:scherer@xxxxxx>
www.mathfinance.ma.tum.de<http://www.mathfinance.ma.tum.de>
