Course Plan
March 7 – Classification of tails Regular variation
March 8 – Lognormal and Weibull General heavy-tailed theory
March 14 – Extreme values Heavy-tailed random walks
March 21 – Dependence
March 7 – Classification of tails Regular variation
March 8 – Lognormal and Weibull General heavy-tailed theory
March 14 – Extreme values Heavy-tailed random walks
March 21 – Dependence