Self-Similarity, Long-Range Dependence and Extremes (18w5086)

Arriving in Oaxaca, Mexico Sunday, June 17 and departing Friday June 22, 2018


Yizao Wang (University of Cincinnati)

Yi Shen (University of Waterloo)

(University of Michigan)

(Cornell University)

(University of Ottawa)


The goals of this workshop are two-fold:\\

1) To present recent results in the areas related to heavy tails, extremes and (long-range) dependence. As such, in the scientific presentations we are aiming to cover the following subjects:\\

a) Weak convergence for heavy tailed dependent and long-range dependent processes and time series;\\

b) Stationary stable and max-stable processes;\\

c) Stable random fields;\\

d) Regular variation and heavy tails;\\

e) Applications: Random matrices and complex stochastic systems for random variables with heavy tails.\\

2) To expose graduate students and postdoctoral fellows to the topics related to Self-similarity, Long-Range Dependence and Extremes, like a)-e) above. Involving graduate students is an important aspect of the proposal and also in what we have in mind. The members of the organizing committee and many of the invited speakers (listed below) are actively involved in graduate student supervision and will strongly encourage their students to attend the workshop. We would like to reserve some space just for students and postdocs. We also plan to make a special effort to broaden the participation of women and under-represented groups, which has been an ongoing challenge in our field. To address that, we have extended invitations to a relatively large group of young women researchers who are active members of our profession including junior faculty, postdocs and senior doctoral students. \\

In summary, the workshop will give an opportunity to exchange ideas from different (but closely related) branches of probability and mathematical statistics. We bring well-known world experts in their respective areas (e.g. Davis, Drees, Kabluchko, Mikosch, Resnick, Rosinski, Samorodnitsky, Taqqu), as well as researchers in beginning of their scientific career, including postdocs (e.g. Das, Engelke, Shen, Wang). We have a significant representation of women (Fasen, Janssen, Kiriliouk, Sabourin, Strokob). All of the listed participants have been contacted and expressed interest in the proposal. \\