Lectures related to Hurst exponent

Explores the correct exponent for the end-to-end distance in polymer chains and its implications on chain correlations.

Covers the analysis of heavy-tailed price returns and clustered volatility in financial data.

Delves into copulas, margins, and extremal dependence in statistics, covering topics like logistic copulas and Kendall's tau.

Explores multivariate extremes, including overwhelming sea defenses and heat waves.