报告题目:Extremal Clustering under Long-Range Dependence
报告人:陈早立(渥太华大学数学与统计系)
报告时间:2023 年 6 月 2 日10:00-11:00
报告地点:管理楼1418
摘要:We will introduce a class of heavy-tailed stationary sequences with longrange dependence. Due to this long-range dependence, the limiting extremal clustering exhibit fractal features. To describe this phenomenon, we establish extremal limit theorems via random sup-measures. We will see that different heaviness of the marginal distribution,and different strength of the long-range dependence,together determine the limiting random supmeasure.