LMS Invited Lecture Series 2026:
Extreme Value Theory for Heavy-Tailed Time Series by Prof. Thomas Mikosch (University of Copenhagen)
Organisers: Jorge Yslas Altamirano (Liverpool) and Gabriel Hernán Berzunza Ojeda (Liverpool)
Mathematicians and modern probability theorists have shown great interest in the study of random phenomena, processes, and structures in recent years.
This LMS Invited Lectures will feature Prof. Thomas Mikosch (University of Copenhagen), who will deliver 10 lectures on "Extreme value theory for heavy-tailed time series". The lectures are intended for graduate students, PhD students, early-career researchers, and professionals interested in probability, statistics, and their applications.
The lectures will be enriched by additional talks from these experts in extreme value theory, offering valuable perspectives from both theoretical and applied perspectives:
- Prof. Jennifer Wadsworth Lancaster University
- Dr. Kirstin Strokorb University of Bath
- Prof. Olivier Wintenberger LPSM, Sorbonne University
Further information, including how to register by 22 May 2026, is available on the event website here.
The biennial Invited Lecturers scheme aims to bring a distinguished overseas mathematician to the United Kingdom to present a small course of about ten lectures spread over a week. Each course of Invited Lectures is on a major field of current mathematical research, and is instructional in nature, being directed both at graduate students beginning research and at established mathematicians who wish to learn about a field outside their own research specialism.