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Distinguished Alumni Speaker Series: Yizao Wang, Associate Professor, Mathematical Sciences Department, University of Cincinnati

"Long-range clustering of extremes"
Friday, March 19, 2021
10:00-11:00 AM
Virtual
Abstract: In this talk I will go over a few recent examples of stationary sequences, of which the extremes form long-range clustering. The phenomena of clustering of extremes have been extensively investigated in the literature since 1980s. However, for most examples the extremal clustering occurs only locally. That is, the locations of extremes within each cluster are bounded and shrink to a single point at the macroscopic level after normalization. For long-range clustering, on the other hand, the locations of extremes within each cluster are unbounded, and they can be further characterized by a random closed set in the scaling limit.

There are two classes of models that recently have been shown to exhibit the phenomena of long-range clustering of extremes. One is the Karlin model, which this talk will focus on. The other is the so-called stable-regenerative model, of which if time permits I will highlight briefly some key features.

Based on joint works with Olivier Durieu (Université de Tours, France) and Gennady Samorodnitsky (Cornell University, USA).

This seminar will be livestreamed via Zoom https://umich.zoom.us/j/94350208889 There will be a virtual reception to follow
Building: Off Campus Location
Location: Virtual
Event Link:
Website:
Event Type: Workshop / Seminar
Tags: seminar
Source: Happening @ Michigan from Department of Statistics, Department of Statistics Seminar Series, Department of Statistics Distinguished Alumni Speaker Series