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

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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.