Speaker: Jiemiao Chen is currently a third-year Ph.D. student in the Department of Statistics at the University of Georgia, working under the supervision of Dr. Shuyang Bai. Her research primarily focuses on extreme value theory and random graphs.

Date: April 29, 2025

Time: 9:30-10:30 am

Location: Tencent Meeting: 357749375 (Password: 042025)

Sponsor: School of Mathematics, Shandong University

Abstract: We introduce the notion of multiple extremal integrals as an extension of single extremal integrals, which have played important roles in extreme value theory. The multiple extremal integrals are formulated in terms of a product random sup measure derived from the $\alpha$-Fr é chet random sup measure. We also investigate the integrability, tail behavior, and independence properties of multiple extremal integrals and discuss the application of multiple extremal integrals to a multiple moving maxima model.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/201185.htm