PhD Course and Workshop on Extremes in Space and Time

Course: Monday, May 27, 2013 - Thursday, May 30, 2013

Workshop: Friday, May 31, 2013. Speakers only by invitation

Main Lectures by

 Richard A. Davis (Columbia University, Dept. of Statistics) Thomas Mikosch (University of Copenhagen, Dept. of Mathematics)

Further lecturers will be given (preliminary list) by

Bojan Basrak (University of Zagreb, Dept. of Mathematics) Dan Cooley (Colorado State University at Ft. Collins, Dept. of Statistics) Zakhar Kabluchko (University of Ulm, Dept. of Mathematics) Olivier Wintenberger (University Paris Dauphine)

The PhD Course and the Workshop will be given at the Department of Mathematics, University of Copenhagen, HC Ørsted Institute.

See the Infomation below how to get to the Department.

Generous financial support for Richard A. Davis by the Villum Kann Rasmussen Foundation is greatfully acknowledged.

The Course aims at graduate students and researchers interested in modeling and estimation of extremes in space and time.

The participant is expected to have some background in probability theory and statistics.

The Course will give an introduction to topics of modern extreme value theory including

  • Max-stable random processes and fields
  • Regularly varying time series
  • Clustering of extremes
  • Measures of extremal dependence in space and time and their estimation
  • Time series models with heavy tails

    • Poster presentations of participants are welcome.

    List of speakers at the Workshop

  • Bojan Basrak (University of Zagreb)
  • Jeffrey Collamore (University of Copenhagen)
  • Dan Cooley (Colorado State University at Ft. Collins)
  • Yuri Goegebeur (University of Odense)
  • Anja Janssen (University of Hamburg)
  • Henrik Hult (KTH Stockholm)
  • Zakhar Kabluchko (University of Ulm)
  • Jingchen Liu (Columbia University)
  • Holger Rootzen (Chalmers University Gothenburg)
  • Olivier Wintenberger (University Paris Dauphine)
  • Yuwei Zhao (University of Copenhagen)

    • Program for PhD course here

    Abstracts PhD Course available here

    Here you can find the pdf files of the presentations.

  • Thomas Mikosch Lecture I
  • Thomas Mikosch Lecture II
  • Dan Cooley Lecture I
  • Dan Cooley Lecture II
  • Dan Cooley Lecture III
  • Richard Davis Lecture I
  • Richard Davis Lecture II
  • Richard Davis Lecture III
  • Bojan Basrak Lectures I and II
  • Olivier Wintenberger Lecture
  • Zakhar Kabluchko Lectures
  • Jeffrey Collamore Talk
  • Jingchen Liu Talk
  • Yuri Goegebeur Talk
  • Yuwei Zhao Talk
  • Dan Cooley Talk
  • Holger Rootzen Talk
  • Anja Janssen Talk
  • Bojan Basrak Talk
  • Olivier Wintenberger Talk
  • Henrik Hult Talk

    • Program for Workshop here

    Abstracts Workshop available here

    More Information

    We have a page with information on how to get to the HC Ørsted Institute, where the Course will be given.

    Do not hesitate to contact the local organizers (mikosch@math.ku.dk) for more information.

    Questions or comments to the contents of this document should be directed to mikosch@math.ku.dk.