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 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 ...

Just as there are different interpretations of probability, leading to different kinds of inferential statements and different conclusions about statistical models and questions, so there are ...

This course is available on the MSc in Risk and Stochastics, MSc in Statistics (Financial Statistics) and MSc in Statistics (Financial Statistics) (Research). This course is available with permission ...

THE first volume of this work, reviewed by Prof. R. A. Fisher in Nature of October 16, 1943, covered the subjects of frequency distributions and their properties ; theories of probability and sampling ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to ...

*Note: This course description is only applicable for the Computer Science Post-Baccalaureate program. Additionally, students must always refer to course syllabus for the most up to date information.

Let X t be an α-self-similar Markov process on (0, ∞) killed when hitting 0. α-self-similar extensions of X(t) to [ 0, ∞) are studied via Itô execusion theory (entrance laws). We give a condition that ...

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 ...