International Chairs

Professor Pablo Beker, full professor at Warwick will hold an international chair of the Labex MME-DII during the academic year 2015-2016.

Professor Gleb Koshevoy, researcher at the Central Economics and Mathematics Institute of the Russian Academy of Sciences will hold an international chair of the Labex MME-DII during the academic year  2014-2015.

Professor Motty Perry, full professor at the University of Warwick  will hold an international chair of the Labex MME-DII during the academic year  2014-2015.

Professor Dimitrios Xefteris, lecturer at the University of Cyprus  will hold an international chair of the Labex MME-DII during the academic year  2014-2015.

The Professor Adam Jakubowski from university Nicolas Copernic (TORUN, POLAND) will initiate the international chair of the Lab. of Excellence LABEX MME-DII during the academic year 2013-2014.

He is a highly ranked specialist of probability theory. He first proposed famous criteria for the convergence of processes in terms of local characteristics (in the wellknown paper: Convergence en loi des suites d’intégrales stochastiques sur l’espace de Skorokhod, A Jakubowski, J Mémin, G Pages. Probability Theory and Related Fields 81 (1), 111-137). He then turned to applications to extreme values theory, extremely close to the preoccupations of LABEX MME-DII.

This chair will propose 3 mini-courses during the periods of October-November, January 2014, and May respectively adressing some of his works concerning:

-topologies in probability theory,

-extremes of time series: extreme value theory without extreme limits,

-limit theorems for partial sums of heavy tailed time series.

Recent works will be discussed together with members of the LABEX as well as with visitors.

Using adapted topologies is central to provide sharp asymptotic results in various applications for all the areas of processes theory.

The idea for the limit theory associated to extremes rely on an efficient notion of ghost repartitions, and limit theorems for partial sums of makes use of a skillful variant of the Lindeberg decomposition.

The discussions will be enriched with discussions with guests such as Johan Segers and others in order to provide improvements on those questions related with risk management. Joint research works will also go ahead together with members of the LABEX and others researchers. Moreover news research projects should open with this event.

Mini-Course on Limit Theory for Dependent Heavy-Tailed Models:

Start: March 26th, Institut Henri Poincaré, room 201

9:30 -10:30am and 11:00am-12:00am

Next meetings: April 2, 9 and 16 (same time, same place).

Course materials:

Document 1

Document 2

Document 3

Document 4

Document 5

Document 6

Document 7

Course given by Segers:

Copula, an Introduction

Document 8

Course given by Thomas Mikosch

Document 9

Here is the program of the fisrt mini-courses …
REGISTRATION FORM

Attached files :

Jan 8th: O’Brien’s theory for maxima of stationary sequences