Extreme value theory and branching processes


After giving an overview on well known results on extreme values for sequences of independent identically distributed random variables, we turn to a class of models that exhibit a logarithmic correlation structure.

As it turns out a (sometimes hidden) branching structure helps to understand the effect of correlations. In this talk we will focus on one such model which is called branching random walk. I will explain how first and (truncated) second moment computations can be used to determine the order of the maximum.

Valeria Hünniger

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Francesca Arici

Radboud University Nijmegen

Tatjana Eisner

Leipzig University

Barbara Gentz

University of Bielefeld

Angkana Rüland

Max Planck Institute for Mathematics in the Sciences

Rebecca Waldecker

Martin-Luther-University Halle-Wittenberg

Milena Wrobel

Carl von Ossietzky Universität Oldenburg