Probability theory has long provided a rigorous framework for quantifying uncertainty, yet its extension to infinite sets introduces profound conceptual challenges and opportunities. Contemporary ...

We study the tail behavior of regularly varying infinitely divisible random vectors and additive processes, i.e. stochastic processes with independent but not necessarily stationary increments. We ...

Van Ha Vu, newly named as the Percey F. Smith Professor of Mathematics, studies combinatorics, probability, additive number theory, and theoretical computer science. Vu received his Ph.D. in ...

This is a preview. Log in through your library . Abstract We consider risk processes that locally behave like Brownian motion with some drift and variance, these both depending on an underlying Markov ...