Workshop on Dependence, Stability, and Extremes
May 2-6, 2016, the Fields Institute, Toronto
Archives at the Fields Institute
Lectures - slides
Talks - slides
- Bojan Basrak Tail process and its role in limit theorems
- Hermine Biermé Operator-scaling random ball model
- Richard Davis Applications of distance correlation to time series
- Sebastian Engelke Bayesian inference for multivariate extreme value distributions
- Rajat Subhra Hazra Stability of point process, regular variation and branching random walk
- Adam Jakubowski Non-Skorokhodian functional convergence for dependent heavy-tailed models
- Mark Meerschaert Climate data: long range dependent or nonstationary?
- Thomas Mikosch The eigenvalues and eigenvectors of the sample covariance matrix of heavy-tailed multivariate time series
- Takashi Owada Limit theorems for Betti Numbers of extreme sample clouds
- Sidney Resnick Multivariate regular variation of in- and out-degree in a network growth model
- Jan Rosiński Isomorphism identities for infinitely divisible processes with some applications
- François Roueff Locally stationary Hawkes processes
- Anne Sabourin Marginal standardization of upper-semicontinuous processes, with applications to max-stable processes
- Hans-Peter Scheffler Joint sum-max stability and continuous time random maxima
- Yi Shen Random locations of periodic stationary processes
- Philippe Soulier The diameter of a random elliptical cloud
- Kirstin Strokorb Some connections between max-stable processes, random sets and risk measures with applications to the argmax set in continuous choice models
- Murad Taqqu Behavior of the generalized Rosenblatt process at extreme critical exponent values
- Olivier Wintenberger The tail empirical process of regularly varying functions of geometrically ergodic Markov chains