Poisson Processes and Angular Density

This lecture covers the simulation of Poisson processes for the Hüsler-Reiss model, the Pickands' dependence function, and the construction of multivariate angular densities. It also discusses the principles of constructing multivariate angular densities and the computation of extremal coefficients. The lecture explores the relationship between Poisson processes and angular density, as well as the use of copulas for multivariate extremes.