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Summer School on Lévy Processes at Sandbjerg Manor
Conference on Lévy Processes: Theory and Applications
The Fifth International Conference on Extreme Value Analysis
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This summer school was held at Sandbjerg Manor, Denmark, from August 9-12, 2007. About 70 PhD and post-doctoral students from all over the world listened to the lectures of Andreas Kyprianou, Sid Resnick, Jan Kallsen, and Davar Koshnevisan, who talked on different aspects of the theory and applications (in telecommunications and finance) of Lévy processes.
Oddbjorg Wethelund
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The conference provided the most recent results about the wide spectrum of Lévy process theory. The names of the speakers and the abstracts can be found at http://www.math.ku.dk/english/research/conferences/levy2007/levy.html.
They show convincingly that the Lévy process theory is very much alive. It has become an exciting field of research on stochastic processes. Applications include meteorology, physics, queuing and branching theory, stochastic networks, bioinformatics, finance, insurance, fractal, and heavy-tailed phenomena. The list of speakers includes old masters such as Ole Barndorff-Nielsen, Michael Markus, Jay Rosen, Ron Doney, Jean Jacod, but also various postdoctoral students and junior researchers.
The Lévy process conferences have become important European events on the stochastic process theory. Starting in 1999 with the first conference in Aarhus (by initiative of Ole Barndorff-Nielsen), the organization of these meetings (in Aarhus 2002, Paris 2003 and Manchester 2005) has always been based on informal networks in the stochastic process community. Thanks to an initiative of René Schilling and Alexander Lindner, the sixth conference will be held in Dresden in 2010. The stochastic process community is looking forward to this event.
Thomas Mikosch
Local Organizer, Copenhagen
Gennady Samorodnitsky
Scientific Chair, Cornell
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This conference, held from July 23-27 2007, was hosted by the Department of Mathematical Statistics and Actuarial Science of the University of Bern, Switzerland.
The aim of the conference was to bring together a wide range of researchers, practitioners and graduate students whose work is related to the analysis of extreme values in a wide sense. More than 120 participants were present from 26 different countries. The scientific program included 79 talks and a poster session with 20 posters. Among the topics of the conference were:
• Classical extreme value theory
• Novel applications of extreme value theory
• Statistics of extremal events
• Heavy-tailed phenomena
• Large deviations
• Methods of risk analysis
• Stochastic processes for extremes
• Rare event simulation
• Multivariate extremes
• Dependence and extremes
• Spatio-temporal models
One day of the conference was dedicated to Laurens de Haan on the occasion of his 70th birthday.
Social activities offered an excursion to the Bernese Alps and a conference banquet with Swiss music and magic moments with the illusionist Siderato (Peter Mürner, former university rector).
Funding was provided by Swiss Mobiliar, Allianz Suisse, Swiss National Science Foundation, Swiss Academy of Science, Moser Foundation.
The conference was very successful owing to the high quality of the presentations and the posters. The open atmosphere and the smooth organization also contributed to making this conference an unforgettable event.
Jürg Hüsler
The aim of this meeting, held in Toulouse from June 14-15, 2007, was to give a
broad overview of the modern, high quality research in statistics and
probability that the journal ESAIM P&S is aiming for. The editors each gave a
talk about their area of expertise. This meeting also gave the participants the
opportunity to acquaint themselves with the editorial board of ESAIM P&S. The
program:
• E. Del Barrio Tellado (Valladolid, Spain): Trimming methods for comparing
distributions
• Dette (Ruhr-Universität Bochum): A simple estimate for monotone regression
• P. Ferrari (IME USP Brazil): Fleming Viot processes and quasi-stationary
distributions
• N. Gantert (Muenster, Germany): Transport in a random medium
• G. Lugosi (Barcelona, Spain): Local tail bounds for functions of independent
random variables
• J. Norris (Cambridge, UK) Stochastic integrals in the plane, and applications
• J. Rosinski (Tennessee, U.S.A.): Simulation of Levy processes: an overview and
current issues
• Q.M. Shao (Hong Kong): On Independence Tests Based on Large Sample Correlation
Matrices
Overall, more than 40 scientists, including a number of young researchers from
France, participated in the meeting. The full program, including the slides of
the conferences, can be found at
http://www.lsp.ups-tlse.fr/Fp/Klein/esaim/engesaim.html
Organizers: S. Cohen, F. Gamboa, T. Klein, and N. Savy
Thierry Klein
Organizer
