Summary |
We will be considering various classes of multivariate extremes, modelling specific networks. One research line will be on a scaling recently proposed by Glynn et al. that ensures asymptotic independence. It triggers various questions on commuting limits, and on classes of input processes for which this property holds. |
Supervisors | Michel Mandjes (UvA) and Onno Boxma (TU/e) |
Postdoc | Nikolai Kriukov |
Location | University of Amsterdam |
This project has received funding from the European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement Grant Agreement No 101034253.