Random additive functions defined on intervals provide a general framework for varied applications including (dependent) array sums, and level-exceedance measures for stochastic sequences and ...

A U-statistic of a Poisson point process is defined as the sum ∑ f (x₁, · · ·, xk) over all (possibly infinitely many) k-tuples of distinct points of the point process. Using the Malliavin calculus, ...

Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...

The Central Limit Theorem is a statistical concept applied to large data distributions. It says that as you randomly sample data from a distribution, the means and standard deviations of the samples ...

Ergodic theory is a branch of mathematics that studies the long-term average behavior of dynamical systems. It has significant applications in various fields, including statistical mechanics, ...

This course is available on the BSc in Econometrics and Mathematical Economics, BSc in Economics and BSc in Mathematics and Economics. This course is available with permission as an outside option to ...