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The workshop will explore large-N asymptotics of random matrices, in connection with the operator-algebra models of their limiting behavior that appear in free probability theory. The behavior or rand...
The aim of the Symposium is to update a tradition of collaboration between probabilists in China, France and Russia, witnessed by two successful meetings in the past: the Joint China-France Symposium ...
The aim of the Symposium is to update a tradition of collaboration between probabilists in China, France and Russia, witnessed by two successful meetings in the past: the Joint China-France Symposium ...
近日,由教育部主管、山东大学主办的金融数学类专业学术期刊《Probability, Uncertainty and Quantitative Risk》(即《概率、不确定性与定量风险》,简称《PUQR》) 第一期正式在线发布。该刊由山东大学自然科学学报编辑部组织申报,由中国科协、财政部、教育部、国家新闻出版广电总局、中国科学院和中国工程院等六部委共同实施的“中国科技期刊国际影响力提升计划”提供专项...
The Dirac chord method may be suitable in different areas of physics for the repre-sentation of certain six-dimensional integrals for a convex body using the probability density of the chord length di...
Many applications in the eld of statistics require Markov chain Monte Carlo methods. Determining appropriate starting values and run lengths can be both analytically and empirically challenging.
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory.
We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The surrender charge of a l...

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