Multivariate extremes and networks


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.