Stochastic dominance (SD) theory is concerned with orderings of random variables by classes of utility functions characterized solely in terms of general properties. This paper discusses a type of ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, Chernoff bounds and large deviations, martingales, ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...

A simple procedure for deriving the probability density function (pdf) for sums of uniformly distributed random variables is offered. This method is suited to introductory courses in probability and ...

A random variable that can take only a certain specified set of individual possible values-for example, the positive integers 1, 2, 3, . . . For example, stock prices are discrete random variables, ...

This course is available on the MSc in Applicable Mathematics and MSc in Operations Research & Analytics. This course is available with permission as an outside option to students on other programmes ...