基本信息
浏览量:25
职业迁徙
个人简介
I am a probabilist, who is also interested in analysis, statistics and mathematical finance. The ongoing theme of most of my work is limit theorems in probability. This is inseparable from tail behaviour – that is, the (small) probabilities of very large, very small or otherwise extreme values. The prototypical results here are the Law of Large Numbers (LLN) (or rather Laws, as there are many such results) – the Law of Averages of the man in the street; the Central Limit Theorem (CLT) – the Law of Errors of the physicist in the street; the Law of the Iterated Logarithm (LIL), specialised enough to be generally known only to probabilists, which splits the difference between the two; and the Large Deviation Principle (LDP), which focusses on exponential rates of decay of very small probabilities of extreme events. Things are simplest in the classical setting – independent and identically distributed (iid) real-valued random variables. But one may generalise independence to weak dependence (in various ways) – the point being that the LLN is about cancellation, and even weakly dependent errors tend to cancel. One may also generalise to random vectors, in many – or infinitely many – dimensions, to random matrices, etc.
研究兴趣
论文共 237 篇作者统计合作学者相似作者
按年份排序按引用量排序主题筛选期刊级别筛选合作者筛选合作机构筛选
时间
引用量
主题
期刊级别
合作者
合作机构
Stochastic Processes and their Applications (2022): 788-801
Bulletin of the London Mathematical Societyno. 5 (2021): 1528-1545
Teoriya Veroyatnostei i ee Primeneniyano. 4 (2021): 636-656
加载更多
作者统计
合作学者
合作机构
D-Core
- 合作者
- 学生
- 导师
数据免责声明
页面数据均来自互联网公开来源、合作出版商和通过AI技术自动分析结果,我们不对页面数据的有效性、准确性、正确性、可靠性、完整性和及时性做出任何承诺和保证。若有疑问,可以通过电子邮件方式联系我们:report@aminer.cn