mathematics

Laurens de Haan

Laurens de Haan is a mathematics topic covered in the lgStudy science library. This page brings together a partial reference excerpt, illustrations, worked examples, real-world applications and a short study plan, so you can understand Laurens de Haan rather than just read about it. In short: Laurens de Haan (born 15 January 1937) is a Dutch economist and Emeritus Professor of Probability and Mathematical Statistics at the Erasmus University Rotterdam, specializing in extreme value theory. Biography Born in Rotterdam, De Haan received his MA in mathematics from the University of Amsterdam in 1966, and his PhD in mathematics in 1970 under supervision of Johannes Runnenburg for the thesis "On regular varia…

Key takeaways

Laurens de Haan belongs to mathematics; place it in that map before memorising details.
Learn the definition first, then one example that makes the definition concrete.
Connect Laurens de Haan to a quantity you can measure, compute or draw — that is where exam questions come from.
Reproduce the core statement of Laurens de Haan from memory before moving on to harder problems.

Reference excerpt

Biography Born in Rotterdam, De Haan received his MA in mathematics from the University of Amsterdam in 1966, and his PhD in mathematics in 1970 under supervision of Johannes Runnenburg for the thesis "On regular variation and sample extremes". De Haan started his academic career in 1966 as researcher in probability and statistics at the Mathematisch Centrum, Amsterdam. In the year 1971–72 he was visiting assistant professor at Stanford University. In 1977 he was appointed professor of probability and mathematical statistics at the Erasmus Universiteit, where he stayed until his retirement in 1998. From 1990 to 1992 he was associate dean of the school of economics. From 2008 to 2011 he was part-time professor of statistics at the University of Tilburg. In 1977 he was elected Fellow of the Institute of Mathematical Statistics (I.M.S.), and he was guest professor at Peking University in 1994. He was awarded a Doctor honoris causa from the Universidade de Lisboa in 2000 and the Medallion lecture at the I.M.S. annual meeting in Gothenburg in 2000.

Work

Overschrijdingslijnen project The "Overschrijdingslijnen" was a research project based on extreme-value analysis, meant to provide new standards for the Dutch sea defenses. It was commissioned by the Ministry of Public Works, starting in 1984 and finished in 1992. In this joint project people participated from "Rijkswaterstaat", the Dutch government agency overseeing the sea defenses; the Royal Netherlands Meteorological service; and the CWI Centre for Mathematics and Computer Science in Amsterdam.

Neptune Neptune was a larger scale but similar project, sponsored by the European Union via the MAST program and in cooperation with BMT Port & Coastal Limited, Delft Hydraulics, Rijkswaterstaat, GKSS-Forschungszentrum Geest-hacht GmbH, University of Lancaster and University of East Anglia. Novel aspects are: firstly the wide-ranging set-up starting from climatological data going down to the water levels and movements near the British and Dutch coasts and secondly the higher-dimensional statistical set-up in the extreme-value analysis (1995-1997). Finished March 1997.

Other projects Other projects were initiated, such as:

NATO collaborative research grant (1991-1995) with Sidney Resnick, Cornell University. European Union grant "Training through research" (cat. 40) in the "Training and Mobility of Researchers" program. University of Lisbon, January through June 1997. Extreme interest rates, a project for ING insurance company; jointly with H. Drees, Heidelberg (1999-2000).

Publications De Haan published multiple books. A selection:

1970. On regular variation and its application to the weak convergence of sample extremes. Mathematical Centre tracts 1979. A simple asymptotic estimate for the index of a stable distribution. Technical report. Dept. of Statistics, Colorado State University. 1987. Estimates of the rate of convergence for max-stable processes. Report Econometric Institute. 1987. On regular variation of probability densities. Report Econometric Institute 2006. Extreme Value Theory: An Introduction. With Ana Ferreira. Springer Series in Operations Research and Financial Engineering.

References

External links Official Website Extremes day in Lisbon Extremes Website

Illustrations

Worked examples

Example 1 — a first encounter with Laurens de Haan

Start with the simplest possible case. Write down what Laurens de Haan claims or describes in one sentence, then invent the smallest concrete situation in which that sentence is true. In mathematics, the smallest case is usually a single object, a single equation or a single measurement. Check that every symbol or term in your sentence has a meaning in that case.

Example 2 — changing one variable

Take the situation from Example 1 and change exactly one quantity: double it, halve it, or set it to zero. Predict what should happen to Laurens de Haan before you calculate. Comparing your prediction with the result is the fastest way to find out whether you understand the idea or only the words.

Example 3 — an exam-style question

Typical questions about Laurens de Haan ask you to (a) state it precisely, (b) apply it to given data, and (c) explain a limitation. Practise writing all three answers in under five minutes; the third part is what separates a full-mark answer from an average one.

Applications of Laurens de Haan

In research: Laurens de Haan appears in mathematics research whenever the underlying quantities have to be modelled precisely. Papers usually cite it as a starting assumption and then explore where it breaks down.
In technology and industry: Engineering practice reuses Laurens de Haan in design rules, simulations and safety margins. Knowing the idea lets you read a specification sheet and understand why the numbers look the way they do.
In the classroom: Laurens de Haan is common in secondary-school and first-year university syllabi. It links to neighbouring topics 1937 births, 20th-century Dutch economists, 20th-century Dutch mathematicians, so understanding it makes those chapters shorter.
In everyday life: Look for Laurens de Haan outside the textbook — in sport, cooking, traffic, electronics or the sky above you. An example you found yourself is remembered far longer than one you were given.

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How to study Laurens de Haan in 20 minutes

Read the reference excerpt below once, without taking notes.
Close the page and write down what Laurens de Haan means in your own words.
Compare your version with the excerpt and mark what you missed.
Work through the three examples above with pen and paper.
Explain Laurens de Haan out loud to somebody else — or to Teacher Smith in the lgStudy chat.

Frequently asked questions

What is Laurens de Haan in simple terms?

Laurens de Haan (born 15 January 1937) is a Dutch economist and Emeritus Professor of Probability and Mathematical Statistics at the Erasmus University Rotterdam, specializing in extreme value theory. Biography Born in Rotterdam, De Haan received his MA in mathematics from the University of Amsterd…

Why does Laurens de Haan matter?

Because it connects several mathematics ideas at once: it gives you a definition you can apply, a quantity you can calculate, and a way to check whether a result is plausible.

How should I study Laurens de Haan?

Read the excerpt, restate it from memory, then work through the examples and applications listed on this page. The five-step study plan above takes about twenty minutes.

What does this page cover?

It gives you a compact reference excerpt plus original lgStudy explanations, examples, applications and study material on Laurens de Haan.