Life is uncertain. None of us know what is going to happen. We know little of what has happened in the past or is happening now outside our immediate experience. Uncertainty has been called the ...

Probability theory forms the mathematical backbone for quantifying uncertainty and random events, providing a rigorous language with which to describe both everyday phenomena and complex scientific ...

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 ...

This is a preview. Log in through your library . Abstract Consider a class of nonstationary time series with the form Yt = μt + ξt where {ξt} is a sequence of infinite moving averages of independent ...

This is a preview. Log in through your library . Publisher Information The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and ...