This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability ...

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 ...

Probability of events, discrete and continuous random variables cumulative distribution, moment generatory functions, chi-square distribution, density functions, distributions. Introduction to ...

Prior training on basic concepts of real analysis providing experience with formal proofs, sequences, continuity of functions, and calculus and is at the discretion of the instructor. This course ...

Studies axioms, counting formulas, conditional probability, independence, random variables, continuous and discrete distribution, expectation, joint distributions, moment generating functions, law of ...

Probability is about estimating or calculating how likely or 'probable' something is to happen. The chance of an event happening can be described in words, for example ‘certain’, ‘impossible ...

The probability that a tennis player wins the first set of a match is \(\frac{3}{5}\). If she wins the first set, the probability that she wins the second set is \(\frac{9}{10}\). If she loses the ...