This page was last updated on November 13, 2003.

Next scheduled meeting: Thursday, November 13, 3:00-4:00 pm.

Richard Smith's talk of 10/09/03 (revised 11/13/03).
Five-minute talk: October 31 2003.

Links

Richard Smith's paper "Statistics of extremes, with applications in environment, insurance and finance". Chapter 1 of, Extreme Values in Finance, Telecommunications and the Environment, edited by B. Finkenstadt and H. Rootzen, Chapman and Hall/CRC Press, London, pp. 1-78.

Sid Resnick's paper "Modeling Data Networks". Chapter 6 of, Extreme Values in Finance, Telecommunications and the Environment, edited by B. Finkenstadt and H. Rootzen, Chapman and Hall/CRC Press, London, pp. 295-380.

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