Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances
Asymptotics of matrix integrals and tensor invariants of compact Lie groups
Borel theorems for random matrices from the classical compact symmetric spaces
Eleven year cycle of dust concentration variability observed in the dust profile of the GISP2 ice core from Central Greenland: Possible solar cycle connection
Gaussian Fluctuations for Sample Covariance Matrices with Dependent Data
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