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 ...

This is a preview. Log in through your library . Abstract Let E be a (single or composite) pattern defined over a sequence of Bernoulli trials. This article presents a unified approach for the study ...

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 Business Mathematics and Statistics, BSc in Data ...