Criteria are established for a discrete-time Markov process {Xn}n≥ 0 in Rd to have strictly positive, respectively zero, probability of escaping to infinity. These criteria are mainly in terms of the ...

The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early ...

This course is compulsory on the BSc in Actuarial Science. This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science, BSc in Financial Mathematics and Statistics, ...