Self-Similarity, Long-Range Dependence and Extremes (18w5086)


(University of Ottawa)

(Cornell University)

(University of Waterloo)

(University of Michigan, Ann Arbor)

Yizao Wang (University of Cincinnati)


The Casa Matemática Oaxaca (CMO) will host the "Self-similarity, Long-Range Dependence and Extremes" workshop from June 17th to June 22nd, 2018.

This workshop focuses on self-similarity, long-range dependence and extremes, three closely related areas in stochastic modeling. Problems from these areas are often motivated by real data from various fields, including econometrics, finance, computer network and climate studies, among others. The difficulties of dealing with such data lie in the fact that many modeling questions cannot be addressed by traditional methods, which often assume the data to have very weak or relatively easy dependence structure. From the mathematical point of view, the complex dependence structures often present new challenges and new directions in the development of probability theory.

This workshop will provide an opportunity to present the recent advances in the three closely related areas, and facilitate exchanges and further collaborations between researchers from different groups. Common themes of interest to be presented here are limit theorems for heavy-tailed processes and long-range dependence processes, stable and max-stable processes and random fields, multivariate regular variations, and their applications. The workshop will invite junior and/or women scholars and under-represented groups working in the fields.

The Casa Matemática Oaxaca (CMO) in Mexico, and the Banff International Research Station for Mathematical Innovation and Discovery (BIRS) in Banff, are collaborative Canada-US-Mexico ventures that provide an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station in Banff is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT). The research station in Oaxaca is funded by CONACYT.