学术报告(6.9)陈早立: Extremal Clustering under long-range dependence
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