4th Conference on
Extreme Value Analysis
Probabilistic and Statistical Models and their Applications
Gothenburg, August 15-19, 2005
The Fourth International Conference on Extreme Value Analysis will be hosted by the Stochastic Centre of Chalmers University Gothenburg and by MaPhySto, The Danish Research Network for Mathematical Physics and Stochastics.
The First Conference was held in Gothenburg (1998), the Second in Leuven (2001), and the Third in Aveiro (2004). As in the previous meetings, the 2005 meeting will schedule review papers and original research on all aspects of risk and extreme value theory and their applications. The emphasis will be on probabilistic modeling, statistical analyses, and applications in
· Hydrology and Atmospheric Sciences
· Finance, Economics and Insurance
· Telecommunications and Stochastic Networks
· Material Sciences
It is the aim of the conference to bring together a wide range of researchers, practitioners, and graduate students whose work is related to the analysis of extreme values in a wide sense. Topics of interest include:
· Classical extreme value theory
· Novel applications of extreme value theory
· Statistics of extremal events
· Heavy-tailed phenomena
· Large deviations
· Methods of risk analysis
· Stochastic processes for extremes
· Rare event simulation
· Multivariate extremes
· Dependence and extremes
· Spatio-temporal models
Software packages on extreme value theory and related fields will be presented. See the announcement here.
The conference will start on Monday, August 15, 2005, at 9 a.m. and end on Friday, August 19, 2005, at 4 p.m.