Workshop:

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

Program

See the program.

Courses description

Can be found here.

Titles and abstracts of the talks

Can be found here.

Organizers 

Olivier Wintenberger, wintenberger@math.ku.dk