Coffee, Bagels and Registration (8:00-8:30)
Invited Session I3.1.a Gaussian processes and extremes (8:30-10:15, Room: Great Lakes Central, Chair: J. Huesler) [expand, title = “(more)”]
- 8:30-9:00: Krzysztof Debicki, Ruin probability for vector-valued Gaussian processes
- 9:05-9:35: Adam Harper, Pickands’ constant Hα does not equal 1/Γ(1/α), for small α
- 9:40-10:10: Enkelejd Hashorva, Extremes of a class of non-homogeneous Gaussian random fields[/expand]
Invited Session I3.1.b Max-stable processes and applications (8:30-10:15, Room: Forum Hall, Chair: Cl. Dombry)[expand, title = “(more)”]
- 8:30-9:00: Céline Lacaux, Time-changed extremal process as a random sup measure
- 9:05-9:35: Marco Oesting, Conditional modeling of extreme wind gusts by bivariate Brown-Resnick processes
- 9:40-10:10: Mathieu Ribatet, Probabilities of concurrent extremes[/expand]
Coffee Break and Registration (10:15-10:35)
Invited Session I3.2.a Likelihood-based inference for multivariate extremes (10:35-12:20, Room: Great Lakes Central, Chair: J. Wadsworth)[expand, title = “(more)”]
- 10:35-11:05: Raphael Huser, A comparative study of likelihood estimators for multivariate extremes
- 11:10-11:40: Emeric Thibaud, Bayesian hierarchical modelling of extreme low temperatures in Northern Finland
- 11:45-12:15: Jenny Wadsworth, Modelling across (bivariate) extremal dependence classes[/expand]
Invited Session I3.2.b RARE: Risk analysis, ruin and extremes (10:35-12:20, Room: Forum Hall, Chair: M. Kratz)[expand, title = “(more)”]
- 10:35-11:05: Bikramjit Das, Hidden large deviations for regularly varying Levy processes
- 11:10-11:40: Jean-Marc Azais, Asymptotic formula for the tail of the maximum of smooth Gaussian fields on non locally convex sets
- 11:45-12:15: Sreekar Vadlamani, CLT of Lipschitz-Killing curvatures of excursion sets of Gaussian random fields[/expand]
