STATS 710 - Special Topics in Theoretical Statistics I
Section: 001
Term: WN 2018
Subject: Statistics (STATS)
Department: LSA Statistics
Waitlist Capacity:
Advisory Prerequisites:
Graduate standing and permission of instructor.
May be repeated for a maximum of 14 credit(s). May be elected more than once in the same term.
Primary Instructor:

The course will start with a review of the classic univariate extreme value theory and some of its statistical applications. It will then focus in detail on the notion of regular variation in Euclidean and general metric spaces. Poisson point processes will be reviewed. The fundamental connection between extremes, Poisson processes, and regular variation will be discussed. The developed theory will be used to study multivariate extremes, max-stable processes, and their representations. Time permitting, the course will end with selected topics on random sets and point processes such as Palm distributions and the Slivnyak-Mecke formula, Levy and sum-stable processes, and the definition of the Poisson-Dirichlet processes.

Suggested (but not required texts)

S.I. Resnick, Extreme Values, Regular Variation, and Point Processes. Springer, 1987.

S.I. Resnick, Heavy-Tail Phenomena: Probabilistic and Statistical Modeling. Springer 2007.

I. Molchanov, Theory of Random Sets, Springer, 2005.

D. Stoyan, W.S. Kendall, and J. Mecke, Stochastic Geometry and its Applications, Wiley, 1995.

STATS 710 - Special Topics in Theoretical Statistics I
Schedule Listing
001 (LEC)
20STATS PhD only
TuTh 2:30PM - 4:00PM
002 (LEC)
16STATS PhD only
MW 1:00PM - 2:30PM
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