Predicting extremes when events occur in bursts

这个项目旨在增进极值理论方面的知识。极值理论对于量化复杂系统中的风险是必不可少的，例如网络故障的风险。目前极端事件发生的统计模型假定事件定期发生。然而，这一假设与人类行为以及许多突然发生的生物和物理事件是不一致的。人们迫切需要了解这种“突发性动态”对极端事件的频率和强度的影响。该项目旨在发展突发事件的极值理论，从而为在各种科学背景下估计和预测极端事件奠定数学基础。

This project seeks to advance knowledge in extreme value theory. Extreme value theory is essential to quantify risks in complex systems, such as the risk of network failures. Current statistical models for the occurrence of extremes assume that events happen regularly. This assumption, however, is at odds with human actions and many biological and physical events, which occur in bursts. There is a strong need to understand the effect of such ‘bursty dynamics’ on the frequency and magnitude of extreme events. This project aims to develop extreme value theory for bursty events and thus lay the mathematical groundwork for the estimation and prediction of extremes in a variety of scientific contexts.