报告人:陈早立(渥太华大学数学与统计系,博后研究员)

时间: 6月9日 16:00-17:00

地点:维格堂319

摘要:

We will introduce a class of heavy-tailed stationary sequences with longrange dependence. Due to this long-range dependence, the limiting extremal clustering exhibit fractal features. To describe this phenomenon, we establish extremal limit theorems via random sup-measures. We will see that different heaviness of the marginal distribution,and different strength of the long-range dependence,together determine the limiting random supmeasure.


邀请人:唐煜,严继高