Regular variation for general random elements

Basrak Bojan, University of Zagreb

The concept of regular variation plays pivotal role in understanding the extreme behavior of stochastic processes. It also finds applications in various areas ranging from random networks to stochastic geometry. We discuss some developments in this field and show how one can generalize regular variation to rather abstract settings, provided compatible notions of scaling and boundedness can be introduced. Based on the joint work with Nikolina Milin\v cevi\'c, Ilya Molchanov, and Hrvoje Planini\'c.

Area: CS60 - Extreme value theory (Evgeny Spodarev)

Keywords: extreme value theory, regular variation, infinite measures

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