Joint Mathematics Meetings AMS Special Session
Current as of Saturday, January 25, 2014 00:29:03
Joint Mathematics Meetings
Baltimore Convention Center, Hilton Baltimore, and Baltimore Marriott Inner Harbor Hotel, Baltimore, MD
January 15-18, 2014 (Wednesday - Saturday)
Meeting #1096
Associate secretaries:
Georgia Benkart, AMS benkart@math.wisc.edu
Gerard A. Venema, MAA venema@calvin.edu
AMS Special Session on Heavy Tailed Probability Distributions and Their Applications
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Friday January 17, 2014, 1:00 p.m.-3:50 p.m.
AMS Special Session on Heavy Tailed Probability Distributions and Their Applications, I
Room 301, BCC
Organizers:
Tuncay Alparslan, American University alparsla@american.edu
John P. Nolan, American University
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1:00 p.m.
Zolotarev type integral representations for multivariate stable laws.
John P Nolan*, American University
(1096-60-2040) -
1:30 p.m.
Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments.
Takashi Owada, Technion, Haifa, Israel
Gennady Samorodnitsky*, Cornell University
(1096-60-117) -
2:00 p.m.
A Sum Characterization of Hidden Regular Variation in Multivariate Extremes.
Grant B Weller*, Carnegie Mellon University
Daniel Cooley, Colorado State University
(1096-62-867) -
2:30 p.m.
Limit laws of maximal normalized set-indexed sum of heavy-tailed random variables.
Yizao Wang*, Cincinnati
Zakhar Kabluchko, Ulm University, Germany
(1096-60-959) -
3:00 p.m.
Fully Bayesian inference for spatial extremes using hierarchical extreme value processes.
Benjamin A Shaby*, Penn State University
Brian J Reich, North Carolina State University
(1096-62-1653) -
3:30 p.m.
Extreme value theory with operator norming.
Mark M. Meerschaert, Michigan State University
Hans-Peter Scheffler, University of Siegen
Stilian A. Stoev*, University of Michigan
(1096-62-2066)
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1:00 p.m.
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Saturday January 18, 2014, 1:00 p.m.-3:50 p.m.
AMS Special Session on Heavy Tailed Probability Distributions and Their Applications, II
Room 301, BCC
Organizers:
Tuncay Alparslan, American University alparsla@american.edu
John P. Nolan, American University
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1:00 p.m.
Ruin with Single and Multiple Streams of Stable Claims.
U. Tuncay Alparslan*, American University
(1096-60-2331) -
1:30 p.m.
Tempered fractional stable motion.
Farzad Sabzikar*, Michigan State University
Mark M Meerschaert, Michigan State University
(1096-60-1074) -
2:00 p.m.
Properties of tempered stable distributions.
Michael Grabchak*, UNC Charlotte
(1096-60-958) -
2:30 p.m.
Trace estimates for relativistic stable processes.
Hyunchul Park*, The College of William and Mary
Renming Song, UIUC
(1096-60-179) -
3:00 p.m.
On a class of stable random processes that are self-similar but do not have stationary increments.
Joshua Levy*, University of Massachusetts Lowell
(1096-60-313) -
3:30 p.m.
Calibration of Stable Distributions to Option Prices.
Jeff Hamrick*, University of San Francisco
(1096-60-2718)
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1:00 p.m.