In a celebrated paper, Dyson shows that the spectrum of an n × n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together ...

Journal of Applied Probability and Advances in Applied Probability have for four decades provided a forum for original research and reviews in applied probability, mapping the development of ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Data Science, BSc in Econometrics and Mathematical ...

This course is compulsory on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Financial Mathematics and Statistics and BSc in Mathematics, Statistics and Business ...