Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...

The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...

Statistics is the science of analyzing data; the use of statistics is ubiquitous in science, engineering, medicine and epidemiology, marketing, and many other application areas. Probability theory ...

Research from all publishers Recent investigations in probability theory have emphasised the extension of classical paradigms to accommodate uncertainty in high-dimensional and non‐linear contexts.

The body of this paper is written in terms of very general and abstract ideas which have been popular in pure mathematical work on the theory of probability for the last two or three decades. It seems ...

The theory of martingales is of fundamental importance to probability theory, statistics, and mathematical finance. This unit is a concise introduction of the basic concepts, results and examples of ...

This course provides instruction in advanced topics in probability and mathematical statistics, mainly based on martingale theory. It is a continuation of Probability and Mathematical Statistics I.

Analysis and algebra at the level of a BSc in pure or applied mathematics and basic statistics and probability theory with stochastic processes. Knowledge of measure theory is not required as the ...