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Workshop on
Heavy-tailed Distributions
Extreme Value Theory

Indian Statistical Institute, Kolkata
January 14 - 17, 2013

Extreme value theory and heavy-tailed distributions are essential in analyzing data beyond their central behavior and have found widespread applications in network traffic analysis, environment, insurance, finance and many more disciplines. The study of extreme events has become even more relevant in today's world in order to understand in further detail some recent phenomena such as extreme weather patterns or the global financial crisis. With the aim of bringing together researchers around the world in order to discuss the state-of-the-art developments in these fields, a 4-day workshop will be held in ISI Kolkata during 14-17 January, 2013. The workshop will contain lectures by experts as well as two short courses to provide a detailed overview of the problems and the advances made in the area of extreme value theory.

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