Workshop: Mathematical Foundations of Heavy Tailed Analysis – University of Copenhagen


Mathematical Foundations of Heavy Tailed Analysis

23-27 June 2015

The PhD courses will be delivered by:

  • Sidney Resnick (Cornell University) 
    "Probabilistic, Analytical and Statistical Models of Heavy Tailed Phenomena in one or more dimensions."
  • Philippe Soulier: (Nanterre University) 
    "The tail empirical process for extremally independent heavy tailed time series."

The other speakers will be S. Asmussen, Y. Zhao, C. Kluppelberg, A. Jakubowski, P. Doukhan, H. Dehling, M. Matsui, E. Koch, J. Collamore and B. Basrak


See the program.

Courses description

Can be found here.

Titles and abstracts of the talks

Can be found here.


The lectures will be held at the Auditorium 4 of the Department of Mathematical Sciences at the University of Copenhagen.

See information about how to find the Department and the recommended hotels.


We recommend Hotel de 9 Små Hjem, which is pleasant and inexpensive and offers room with a kitchen. Other inexpensive alternatives are CabInn that has several locations in Copenhagen: the Hotel City (close to Tivoli), Hotel Scandivania (Frederiksberg, close to the lakes), and Hotel Express (Frederiksberg) are the most convenient locations; the latter two are 2.5-3 km from the math department.

Somewhat more expensive - and still recommended - options are Hotel Nora and Ibsen's Hotel. Invited speakers need not reserve hotel rooms (this will be taken care of by the organizers). 


Please register in this registration form.  Registration is free. 
Deadline for registration is 7 June 2015.


Olivier Wintenberger,