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)|
|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.