Extremes and Heavy-Tail Phenomena

  1. Miriam Isabel Seifert: On the extreme behavior of polar random vectors
  2. Enrico Bibbona: Higher moments and prediction-based estimation for the COGARCH(1,1) model
  3. Dirk Erhard: Random interlacements in high dimensions: Transience of the vacant set near criticality
  4. Natalia Soja-Kukieła: Managing local dependencies in limit theorems for maxima of weakly dependent random fields
  5. Vygantas Paulauskas: On $\alpha$ -covariance for random vectors without finite second moment