Mathematical Sciences: Extreme Values, Heavy Tailed Phenomena and Related Topics

首席调查员将继续在极值、推断和随机模型的一般领域开展工作，这些领域在不同领域之间有广泛的重叠。提出的几个问题涉及极值理论、点过程方法、渐近理论之间的相互作用以及这些思想在时间序列分析和选择理论中的应用。此外，研究人员还将研究随机集问题和多维问题。首席研究员将继续他在极值一般领域的工作，无论是从推理还是从随机模型的观点来看。这一研究领域介于统计学(推断)和概率(随机模型)之间。这项工作的一个特殊应用将是时间序列分析。

The principal investigator will continue his work in the general area of extreme values, inference and stochastic models with broad overlap between the different areas. Several of the proposed problems are concerned with the interplay between extreme value theory, point process methods, asymptotic theory and applications of these ideas to time series analysis and choice theory. In addition, the investigator will work on problems of random sets and multidimensional problems. The principal investigator will continue his work in the general area of extreme values, both from the inference as well as from the stochastic model point of view. This area of research falls in the interface between statistics (inference) and probability (stochastic models). One particular application of this work will be to time series analysis.