Applications of Heavy Tailed Distributions in Economics,
Engineering and Statistics
3-5 June 1999
American University, Washington, DC
Co-sponsored by the
American Statistical Association
and the Institute
of Mathematical Statistics.
The conference is financially supported by the
National Science Foundation, the Army Research Office, the
Office of Naval Research, and the
Mellon Fund of the College of Arts and Sciences, American University.
Heavy tailed distributions are being used in a large variety of
problems in economics, finance, engineering, statistics, and other
areas. It is evident that many important problems are poorly described
by standard Gaussian models. This conference will draw together
experts from a range of disciplines to describe the methods used to
analyze such processes.
Stable densities in Zolotarev's (M) parameterization.
Alpha varies through 0.5, 0.75, 1, 1.25, 1.5, 1.75, 2 from top
to bottom. In all cases,
skewness beta is 0.5, scale is 1 and shift is 0.
Robert Adler (Technion), Gonzalo Arce (Delaware),
Michel Dacorogna (Olsen/Zurich), Richard Davis (Colorado State),
Paul Embrecht (ETH/Zurich), Raisa Feldman (Santa Barbara),
Keynote Address - The Multifractality of Financial Prices,
Benoit Mandelbrot, IBM and Yale University.
Thursday June 3, 8:30 AM.