Professor Soeren Asmussen, University of Lund, Sweden.

3 credits
For PhD and strong MS, MA students.

Professor Asmussen will cover some of each of the two topics below:

Heavy-tailed distributions
Including
   Regular variation
   Subexponentiality
   Connections to long-range dependence
   Rare events behaviour in queues, fluid models etc.
   Extreme values
   Statistical aspects

Matrix-analytic methods
Including
   Phase-type distributions
   Markovian point processes
   Matrix-geometric models
   Markov additive processes
   Various types of algorithms (iterative, rootfinding)
   Applications to queues, insurance risk etc.