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9th German Open Conference on Probability and Statistics

Overview Session Overview Sessionprint print
02.03.2010 - HS 12 
Limit Theorems, Large Deviations, and Extremes
Chair: Holger Drees
1 A CONSTRUCTION PRINCIPLE FOR MULTIVARIATE EXTREME VALUE DISTRIBUTIONS
Felix Ballani 1 , Martin Schlather 2
1 Technische Universität Bergakademie Freiberg, Institute for Stochastics, Freiberg
2 Georg-August-Universität Göttingen, Institute for Mathematical Stochastics, Göttingen

2 THE RATE OF CONVERGENCE FOR PROBABILITY DISTRIBUTIONS WITH REGULARLY VARYING TAILS
Nadja Malevich 1 , Gerd Christoph 1
1 Otto-von-Guericke-Universität Magdeburg, Institut für Mathematische Stochastik, Magdeburg

3 SIMULTANEOUS EXTREMES OF A MULTIVARIATE GAUSSIAN PROCESS.
Kamil Kosiński 1,2 , Michel Mandjes 1,2,3 , Krzysztof Dębicki 4 , Tomasz Rolski 4
1 UvA, KdVI, Amsterdam
2 EURANDOM, , Eindhoven
3 Center for Mathematics and Computer Science, , Amsterdam
4 Wroclaw University, Mathematical Institute, Wrocław