Sixth International Conference on Extreme Value Analysis

这笔赠款将用于支持将于2009年6月在科罗拉多州科罗拉多州立大学科罗拉多州立大学举行的第六届国际极值分析会议。虽然极值理论在概率和统计学中一直发挥着重要作用，但最近发生的事件，如国际银行体系的经济崩溃和气候变化威胁的加剧，突显了迫切需要在极端情况下发展和扩大方法，以应对这些新的关键挑战。许多最早的极端应用都与水文学有关。工程师们对设计能够应对最大河流流量的大坝很感兴趣。这自然导致了百年一遇的洪水的概念。类似的百年一遇洪水的概念已经传播到大气科学，人们可能对百年一遇的降雨量感兴趣，并用10天或一年的VaR(风险价值)来取代百年一遇的洪水。在过去的十年里，极值理论的新理论和方法论得到了迅速的发展。这是由气候和大气科学、地球科学、水文学、金融、经济和保险以及电信和随机网络的应用所推动的。最近发生的事件，如国际银行体系的经济崩溃和气候变化威胁的加剧，突出表明迫切需要制定和扩大极端方法，以应对这些新的和严重的挑战。那个？第六届极值分析国际会议？将汇集广泛的研究人员、从业者和研究生，他们的工作与极值分析有关。风险和极值分析及其应用的所有方面都将与来自物理科学、工程和经济学的不同学科的参与者一起学习。然而，将更多地关注大气科学和金融领域更紧迫的需求。

This grant will used to support the Sixth International Conference On Extreme Value Analysis, to be held in June of 2009 at Colorado State University, Fort Collins, Colorado. While extreme value theory has always played an important role in probability and statistics, recent events such as the economic meltdown of the international banking system and the heightened threats of climate change have underscored the pressing need to develop and expand methodologies in extremes to tackle these new and critical challenges. Many of the first applications of extremes were tied to hydrology. Engineers were interested in designing dams that would cope with maximum river flow. This led naturally to the concept of a one hundred year flood. Analogues of the concept of the 100 year flood have spread to atmospheric science, where one may be interested in the 100 year rainfall, and to finance where the 100 year flood is replaced by the 10 day or 1 year VaR (value at risk). In the last ten years there has been a rapid development of new theory and methodology in extreme value theory. This has been motivated by applications in climate and atmospheric science; geosciences; hydrology; finance, economics, and insurance; and telecommunications and stochastic networks. Recent events such as the economic meltdown of the international banking system and the heightened threats of climate change have underscored the pressing need to develop and expand methodologies in extremes to tackle these new and critical challenges. The ? Sixth International Conference On Extreme Value Analysis? will bring together a wide range of researchers, practitioners, and graduate students whose work is related to the analysis of extreme values. All aspects of risk and extreme value analysis and their applications will be included with participants from a variety of disciplines in the physical sciences, engineering and economics. There will, however, be greater focus on more pressing needs in atmospheric science and finance.